BVT Call 145 FI 21.06.2024
/ DE000VU9JPZ5
BVT Call 145 FI 21.06.2024/ DE000VU9JPZ5 /
| 2024-06-12 1:45:16 PM |
Chg.+0.090 |
Bid3:50:31 PM |
Ask3:50:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.490EUR |
+22.50% |
0.560
Bid Size: 28,000 |
0.580
Ask Size: 28,000 |
Fiserv |
145.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VU9JPZ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Fiserv |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
145.00 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: |
32.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.28 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.15 |
| Parity: |
0.28 |
| Time value: |
0.14 |
| Break-even: |
139.21 |
| Moneyness: |
1.02 |
| Premium: |
0.01 |
| Premium p.a.: |
0.51 |
| Spread abs.: |
0.02 |
| Spread %: |
5.00% |
| Delta: |
0.69 |
| Theta: |
-0.13 |
| Omega: |
22.60 |
| Rho: |
0.02 |
Quote data
| Open: |
0.440 |
| High: |
0.490 |
| Low: |
0.440 |
| Previous Close: |
0.400 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.26% |
| 1 Month |
|
|
-53.77% |
| 3 Months |
|
|
-54.63% |
| YTD |
|
|
+28.95% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.690 |
0.400 |
| 1M High / 1M Low: |
1.090 |
0.400 |
| 6M High / 6M Low: |
1.650 |
0.340 |
| High (YTD): |
2024-03-28 |
1.650 |
| Low (YTD): |
2024-01-03 |
0.340 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.540 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.678 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.850 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
218.65% |
| Volatility 6M: |
|
172.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
