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BVT Call 100 DIS 21.06.2024/  DE000VU1SDC8  /

Frankfurt Zert./VONT
2024-06-07  4:47:02 PM Chg.+0.022 Bid6:15:31 PM Ask6:15:31 PM Underlying Strike price Expiration date Option type
0.224EUR +10.89% 0.204
Bid Size: 107,000		 0.214
Ask Size: 107,000		 Walt Disney Co 100.00 USD 2024-06-21 Call
 

Master data

WKN: VU1SDC
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Walt Disney Co
Type: Warrant
Option type: Call
Strike price: 100.00 USD
Maturity: 2024-06-21
Issue date: 2023-01-06
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: European
Quanto: No
Gearing: 49.96
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.11
Implied volatility: 0.16
Historic volatility: 0.24
Parity: 0.11
Time value: 0.07
Break-even: 93.67
Moneyness: 1.01
Premium: 0.01
Premium p.a.: 0.23
Spread abs.: 0.01
Spread %: 5.68%
Delta: 0.67
Theta: -0.04
Omega: 33.69
Rho: 0.02
 

Quote data

Open: 0.184
High: 0.224
Low: 0.174
Previous Close: 0.202
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -10.40%
1 Month
  -27.74%
3 Months
  -36.00%
YTD  
+60.00%
1 Year
  -6.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.260 0.192
1M High / 1M Low: 0.340 0.172
6M High / 6M Low: 0.420 0.122
High (YTD): 2024-04-03 0.420
Low (YTD): 2024-01-11 0.122
52W High: 2024-04-03 0.420
52W Low: 2023-10-26 0.102
Avg. price 1W:   0.233
Avg. volume 1W:   0.000
Avg. price 1M:   0.259
Avg. volume 1M:   0.000
Avg. price 6M:   0.285
Avg. volume 6M:   0.000
Avg. price 1Y:   0.223
Avg. volume 1Y:   0.000
Volatility 1M:   212.00%
Volatility 6M:   140.57%
Volatility 1Y:   128.58%
Volatility 3Y:   -