BVT Call 125 FI 21.06.2024
/ DE000VU9JQG3
BVT Call 125 FI 21.06.2024/ DE000VU9JQG3 /
| 2024-06-04 8:49:29 AM |
Chg.-0.20 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.17EUR |
-8.44% |
-
Bid Size: - |
-
Ask Size: - |
Fiserv |
125.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VU9JQG |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Fiserv |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
125.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-06 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.17 |
| Intrinsic value: |
2.15 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.15 |
| Parity: |
2.15 |
| Time value: |
0.07 |
| Break-even: |
136.80 |
| Moneyness: |
1.19 |
| Premium: |
0.01 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
0.91% |
| Delta: |
0.93 |
| Theta: |
-0.07 |
| Omega: |
5.73 |
| Rho: |
0.05 |
Quote data
| Open: |
2.17 |
| High: |
2.17 |
| Low: |
2.17 |
| Previous Close: |
2.37 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.70% |
| 1 Month |
|
|
-10.70% |
| 3 Months |
|
|
-19.03% |
| YTD |
|
|
+50.69% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.43 |
2.11 |
| 1M High / 1M Low: |
2.87 |
2.11 |
| 6M High / 6M Low: |
3.39 |
1.34 |
| High (YTD): |
2024-03-28 |
3.39 |
| Low (YTD): |
2024-01-03 |
1.34 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.24 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.55 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.31 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
93.23% |
| Volatility 6M: |
|
95.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
