BVT Call 140 PRG 21.06.2024
/ DE000VU2L0J4
BVT Call 140 PRG 21.06.2024/ DE000VU2L0J4 /
| 2024-06-07 8:36:59 AM |
Chg.+0.24 |
Bid10:00:06 PM |
Ask10:00:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.66EUR |
+9.92% |
-
Bid Size: - |
-
Ask Size: - |
PROCTER GAMBLE |
140.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
VU2L0J |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
PROCTER GAMBLE |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-01-25 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.48 |
| Intrinsic value: |
1.47 |
| Implied volatility: |
1.54 |
| Historic volatility: |
0.12 |
| Parity: |
1.47 |
| Time value: |
1.07 |
| Break-even: |
165.40 |
| Moneyness: |
1.10 |
| Premium: |
0.07 |
| Premium p.a.: |
5.58 |
| Spread abs.: |
0.01 |
| Spread %: |
0.40% |
| Delta: |
0.69 |
| Theta: |
-0.62 |
| Omega: |
4.20 |
| Rho: |
0.03 |
Quote data
| Open: |
2.66 |
| High: |
2.66 |
| Low: |
2.66 |
| Previous Close: |
2.42 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.88% |
| 1 Month |
|
|
+6.40% |
| 3 Months |
|
|
+29.13% |
| YTD |
|
|
+150.94% |
| 1 Year |
|
|
+67.30% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.66 |
2.29 |
| 1M High / 1M Low: |
2.66 |
1.99 |
| 6M High / 6M Low: |
2.66 |
0.93 |
| High (YTD): |
2024-06-07 |
2.66 |
| Low (YTD): |
2024-01-05 |
1.14 |
| 52W High: |
2024-06-07 |
2.66 |
| 52W Low: |
2023-12-15 |
0.93 |
| Avg. price 1W: |
|
2.45 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.45 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.87 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.81 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
92.56% |
| Volatility 6M: |
|
111.31% |
| Volatility 1Y: |
|
100.36% |
| Volatility 3Y: |
|
- |
