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BVT Call 100 DIS 21.06.2024/  DE000VU1SDC8  /

Frankfurt Zert./VONT
2024-06-07  7:46:30 PM Chg.-0.006 Bid9:59:43 PM Ask9:59:43 PM Underlying Strike price Expiration date Option type
0.196EUR -2.97% -
Bid Size: -		 -
Ask Size: -		 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: 45.63
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.14
Implied volatility: 0.16
Historic volatility: 0.24
Parity: 0.14
Time value: 0.06
Break-even: 94.64
Moneyness: 1.02
Premium: 0.01
Premium p.a.: 0.21
Spread abs.: 0.01
Spread %: 5.10%
Delta: 0.71
Theta: -0.04
Omega: 32.60
Rho: 0.02
 

Quote data

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

Performance

1 Week
  -21.60%
1 Month
  -38.75%
3 Months
  -44.00%
YTD  
+40.00%
1 Year
  -18.33%
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:   0.222
Avg. volume 1W:   0.000
Avg. price 1M:   0.254
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:   211.57%
Volatility 6M:   140.65%
Volatility 1Y:   128.62%
Volatility 3Y:   -