BVT Call 145 FI 21.06.2024
/ DE000VU9JPZ5
BVT Call 145 FI 21.06.2024/ DE000VU9JPZ5 /
| 2024-06-04 8:49:30 AM |
Chg.-0.160 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.470EUR |
-25.40% |
-
Bid Size: - |
-
Ask Size: - |
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: |
26.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.39 |
| Intrinsic value: |
0.32 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.15 |
| Parity: |
0.32 |
| Time value: |
0.20 |
| Break-even: |
138.14 |
| Moneyness: |
1.02 |
| Premium: |
0.01 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.02 |
| Spread %: |
4.00% |
| Delta: |
0.68 |
| Theta: |
-0.10 |
| Omega: |
17.67 |
| Rho: |
0.04 |
Quote data
| Open: |
0.470 |
| High: |
0.470 |
| Low: |
0.470 |
| Previous Close: |
0.630 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-31.88% |
| 1 Month |
|
|
-38.16% |
| 3 Months |
|
|
-58.04% |
| YTD |
|
|
+20.51% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.690 |
0.440 |
| 1M High / 1M Low: |
1.100 |
0.440 |
| 6M High / 6M Low: |
1.680 |
0.340 |
| High (YTD): |
2024-03-28 |
1.680 |
| Low (YTD): |
2024-01-03 |
0.340 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.536 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.808 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.847 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
258.13% |
| Volatility 6M: |
|
201.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
