BVT Call 140 FI 21.06.2024
/ DE000VU9JPR2
BVT Call 140 FI 21.06.2024/ DE000VU9JPR2 /
| 2024-06-10 8:49:04 AM |
Chg.+0.06 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.11EUR |
+5.71% |
-
Bid Size: - |
-
Ask Size: - |
Fiserv |
140.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VU9JPR |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Fiserv |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 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: |
12.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.07 |
| Intrinsic value: |
1.06 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.15 |
| Parity: |
1.06 |
| Time value: |
0.08 |
| Break-even: |
141.28 |
| Moneyness: |
1.08 |
| Premium: |
0.01 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.02 |
| Spread %: |
1.79% |
| Delta: |
0.87 |
| Theta: |
-0.11 |
| Omega: |
10.76 |
| Rho: |
0.03 |
Quote data
| Open: |
1.11 |
| High: |
1.11 |
| Low: |
1.11 |
| Previous Close: |
1.05 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+30.59% |
| 1 Month |
|
|
-26.97% |
| 3 Months |
|
|
-26.49% |
| YTD |
|
|
+94.74% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.11 |
0.85 |
| 1M High / 1M Low: |
1.50 |
0.80 |
| 6M High / 6M Low: |
2.09 |
0.50 |
| High (YTD): |
2024-03-28 |
2.09 |
| Low (YTD): |
2024-01-03 |
0.50 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.96 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.13 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.18 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
193.41% |
| Volatility 6M: |
|
167.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
