BVT Call 140 PRG 21.06.2024
/ DE000VU64YM0
BVT Call 140 PRG 21.06.2024/ DE000VU64YM0 /
| 2024-05-31 8:36:56 AM |
Chg.+0.04 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.76EUR |
+2.33% |
-
Bid Size: - |
-
Ask Size: - |
PROCTER GAMBLE |
140.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
VU64YM |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
PROCTER GAMBLE |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-05-10 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
8.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.20 |
| Intrinsic value: |
1.17 |
| Implied volatility: |
0.82 |
| Historic volatility: |
0.12 |
| Parity: |
1.17 |
| Time value: |
0.64 |
| Break-even: |
158.10 |
| Moneyness: |
1.08 |
| Premium: |
0.04 |
| Premium p.a.: |
1.13 |
| Spread abs.: |
0.01 |
| Spread %: |
0.56% |
| Delta: |
0.70 |
| Theta: |
-0.26 |
| Omega: |
5.87 |
| Rho: |
0.05 |
Quote data
| Open: |
1.76 |
| High: |
1.76 |
| Low: |
1.76 |
| Previous Close: |
1.72 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.76% |
| 1 Month |
|
|
+3.53% |
| 3 Months |
|
|
+18.92% |
| YTD |
|
|
+102.30% |
| 1 Year |
|
|
+81.44% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.81 |
1.72 |
| 1M High / 1M Low: |
1.82 |
1.72 |
| 6M High / 6M Low: |
1.82 |
0.78 |
| High (YTD): |
2024-05-23 |
1.82 |
| Low (YTD): |
2024-01-05 |
0.93 |
| 52W High: |
2024-05-23 |
1.82 |
| 52W Low: |
2023-12-15 |
0.78 |
| Avg. price 1W: |
|
1.77 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.79 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.39 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.27 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
17.64% |
| Volatility 6M: |
|
84.36% |
| Volatility 1Y: |
|
72.44% |
| Volatility 3Y: |
|
- |
