BVT Call 135 PRG 21.06.2024
/ DE000VU3HLN7
BVT Call 135 PRG 21.06.2024/ DE000VU3HLN7 /
| 2024-06-07 8:57:14 AM |
Chg.+0.24 |
Bid10:00:05 PM |
Ask10:00:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.12EUR |
+8.33% |
-
Bid Size: - |
-
Ask Size: - |
PROCTER GAMBLE |
135.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
VU3HLN |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
PROCTER GAMBLE |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
135.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-02-13 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.98 |
| Intrinsic value: |
1.97 |
| Implied volatility: |
1.71 |
| Historic volatility: |
0.12 |
| Parity: |
1.97 |
| Time value: |
1.04 |
| Break-even: |
165.10 |
| Moneyness: |
1.15 |
| Premium: |
0.07 |
| Premium p.a.: |
5.26 |
| Spread abs.: |
0.01 |
| Spread %: |
0.33% |
| Delta: |
0.72 |
| Theta: |
-0.65 |
| Omega: |
3.71 |
| Rho: |
0.03 |
Quote data
| Open: |
3.12 |
| High: |
3.12 |
| Low: |
3.12 |
| Previous Close: |
2.88 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.00% |
| 1 Month |
|
|
+5.41% |
| 3 Months |
|
|
+24.80% |
| YTD |
|
|
+122.86% |
| 1 Year |
|
|
+63.35% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.12 |
2.75 |
| 1M High / 1M Low: |
3.12 |
2.44 |
| 6M High / 6M Low: |
3.12 |
1.26 |
| High (YTD): |
2024-06-07 |
3.12 |
| Low (YTD): |
2024-01-05 |
1.49 |
| 52W High: |
2024-06-07 |
3.12 |
| 52W Low: |
2023-12-15 |
1.26 |
| Avg. price 1W: |
|
2.91 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.91 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.29 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.20 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
77.41% |
| Volatility 6M: |
|
90.84% |
| Volatility 1Y: |
|
83.63% |
| Volatility 3Y: |
|
- |
