BVT Call 145 FI 21.06.2024
/ DE000VU9JPZ5
BVT Call 145 FI 21.06.2024/ DE000VU9JPZ5 /
| 5/29/2024 8:48:44 AM |
Chg.-0.230 |
Bid10:49:49 AM |
Ask10:49:49 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.460EUR |
-33.33% |
0.380
Bid Size: 8,000 |
0.430
Ask Size: 8,000 |
Fiserv |
145.00 USD |
6/21/2024 |
Call |
Master data
| WKN: |
VU9JPZ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Fiserv |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
145.00 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
7/6/2023 |
| Last trading day: |
6/21/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
25.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.42 |
| Intrinsic value: |
0.32 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.15 |
| Parity: |
0.32 |
| Time value: |
0.22 |
| Break-even: |
139.03 |
| Moneyness: |
1.02 |
| Premium: |
0.02 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.02 |
| Spread %: |
3.85% |
| Delta: |
0.67 |
| Theta: |
-0.08 |
| Omega: |
16.97 |
| Rho: |
0.05 |
Quote data
| Open: |
0.460 |
| High: |
0.460 |
| Low: |
0.460 |
| Previous Close: |
0.690 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-47.73% |
| 1 Month |
|
|
-64.62% |
| 3 Months |
|
|
-50.54% |
| YTD |
|
|
+17.95% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.920 |
0.670 |
| 1M High / 1M Low: |
1.300 |
0.670 |
| 6M High / 6M Low: |
1.680 |
0.320 |
| High (YTD): |
3/28/2024 |
1.680 |
| Low (YTD): |
1/3/2024 |
0.340 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.766 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.903 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.846 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
211.10% |
| Volatility 6M: |
|
190.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
