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BVT Call 105 DIS 21.06.2024/  DE000VU1KXR1  /

Frankfurt Zert./VONT
2024-06-07  7:43:59 PM Chg.-0.009 Bid9:59:58 PM Ask9:59:58 PM Underlying Strike price Expiration date Option type
0.049EUR -15.52% -
Bid Size: -		 -
Ask Size: -		 Walt Disney Co 105.00 USD 2024-06-21 Call
 

Master data

WKN: VU1KXR
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Walt Disney Co
Type: Warrant
Option type: Call
Strike price: 105.00 USD
Maturity: 2024-06-21
Issue date: 2023-01-04
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 163.02
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.24
Parity: -0.35
Time value: 0.06
Break-even: 96.97
Moneyness: 0.96
Premium: 0.04
Premium p.a.: 2.04
Spread abs.: 0.01
Spread %: 21.28%
Delta: 0.23
Theta: -0.05
Omega: 37.68
Rho: 0.01
 

Quote data

Open: 0.047
High: 0.063
Low: 0.044
Previous Close: 0.058
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -51.00%
1 Month
  -86.00%
3 Months
  -94.79%
YTD
  -78.79%
1 Year
  -93.10%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.100 0.053
1M High / 1M Low: 0.350 0.053
6M High / 6M Low: 1.850 0.053
High (YTD): 2024-03-28 1.850
Low (YTD): 2024-06-05 0.053
52W High: 2024-03-28 1.850
52W Low: 2024-06-05 0.053
Avg. price 1W:   0.082
Avg. volume 1W:   0.000
Avg. price 1M:   0.165
Avg. volume 1M:   0.000
Avg. price 6M:   0.684
Avg. volume 6M:   0.000
Avg. price 1Y:   0.532
Avg. volume 1Y:   0.000
Volatility 1M:   322.17%
Volatility 6M:   300.98%
Volatility 1Y:   242.60%
Volatility 3Y:   -