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BVT Call 105 DIS 21.06.2024/  DE000VU1SC87  /

Frankfurt Zert./VONT
2024-06-07  4:51:07 PM Chg.+0.004 Bid5:42:40 PM Ask5:42:40 PM Underlying Strike price Expiration date Option type
0.048EUR +9.09% 0.038
Bid Size: 107,000		 0.048
Ask Size: 107,000		 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: 202.01
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.24
Parity: -0.35
Time value: 0.05
Break-even: 96.86
Moneyness: 0.96
Premium: 0.04
Premium p.a.: 1.95
Spread abs.: 0.01
Spread %: 27.78%
Delta: 0.21
Theta: -0.04
Omega: 42.32
Rho: 0.01
 

Quote data

Open: 0.036
High: 0.048
Low: 0.034
Previous Close: 0.044
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -36.84%
1 Month
  -74.47%
3 Months
  -84.00%
YTD
  -52.00%
1 Year
  -76.70%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.076 0.042
1M High / 1M Low: 0.202 0.042
6M High / 6M Low: 0.400 0.042
High (YTD): 2024-04-02 0.400
Low (YTD): 2024-06-05 0.042
52W High: 2024-04-02 0.400
52W Low: 2024-06-05 0.042
Avg. price 1W:   0.062
Avg. volume 1W:   0.000
Avg. price 1M:   0.105
Avg. volume 1M:   0.000
Avg. price 6M:   0.218
Avg. volume 6M:   0.000
Avg. price 1Y:   0.175
Avg. volume 1Y:   0.000
Volatility 1M:   325.29%
Volatility 6M:   204.95%
Volatility 1Y:   171.30%
Volatility 3Y:   -