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BVT Call 105 DIS 21.06.2024/  DE000VU1SC87  /

Frankfurt Zert./VONT
2024-05-31  7:50:55 PM Chg.+0.014 Bid9:59:42 PM Ask9:59:42 PM Underlying Strike price Expiration date Option type
0.076EUR +22.58% -
Bid Size: -		 -
Ask Size: -		 Walt Disney Co 105.00 USD 2024-06-21 Call
 

Master data

WKN: VU1SC8
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: 2023-01-06
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: European
Quanto: No
Gearing: 81.17
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.00
Implied volatility: 0.17
Historic volatility: 0.24
Parity: -0.10
Time value: 0.12
Break-even: 97.97
Moneyness: 0.99
Premium: 0.02
Premium p.a.: 0.51
Spread abs.: 0.01
Spread %: 9.26%
Delta: 0.43
Theta: -0.04
Omega: 34.55
Rho: 0.02
 

Quote data

Open: 0.052
High: 0.080
Low: 0.052
Previous Close: 0.062
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+31.03%
1 Month
  -75.48%
3 Months
  -76.25%
YTD
  -24.00%
1 Year
  -59.14%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.076 0.054
1M High / 1M Low: 0.370 0.044
6M High / 6M Low: 0.400 0.044
High (YTD): 2024-04-02 0.400
Low (YTD): 2024-05-23 0.044
52W High: 2024-04-02 0.400
52W Low: 2024-05-23 0.044
Avg. price 1W:   0.062
Avg. volume 1W:   0.000
Avg. price 1M:   0.146
Avg. volume 1M:   0.000
Avg. price 6M:   0.220
Avg. volume 6M:   0.000
Avg. price 1Y:   0.177
Avg. volume 1Y:   0.000
Volatility 1M:   348.18%
Volatility 6M:   197.91%
Volatility 1Y:   166.73%
Volatility 3Y:   -