BVT Call 145 PRG 21.06.2024
/ DE000VU2E3R0
BVT Call 145 PRG 21.06.2024/ DE000VU2E3R0 /
| 2024-06-07 8:48:22 AM |
Chg.+0.24 |
Bid10:00:04 PM |
Ask10:00:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.20EUR |
+12.24% |
-
Bid Size: - |
-
Ask Size: - |
PROCTER GAMBLE |
145.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
VU2E3R |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
PROCTER GAMBLE |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
145.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-01-20 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.99 |
| Intrinsic value: |
0.97 |
| Implied volatility: |
1.37 |
| Historic volatility: |
0.12 |
| Parity: |
0.97 |
| Time value: |
1.11 |
| Break-even: |
165.80 |
| Moneyness: |
1.07 |
| Premium: |
0.07 |
| Premium p.a.: |
6.04 |
| Spread abs.: |
0.01 |
| Spread %: |
0.48% |
| Delta: |
0.65 |
| Theta: |
-0.58 |
| Omega: |
4.83 |
| Rho: |
0.03 |
Quote data
| Open: |
2.20 |
| High: |
2.20 |
| Low: |
2.20 |
| Previous Close: |
1.96 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+31.74% |
| 1 Month |
|
|
+7.84% |
| 3 Months |
|
|
+33.33% |
| YTD |
|
|
+189.47% |
| 1 Year |
|
|
+70.54% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.20 |
1.84 |
| 1M High / 1M Low: |
2.21 |
1.53 |
| 6M High / 6M Low: |
2.21 |
0.65 |
| High (YTD): |
2024-05-22 |
2.21 |
| Low (YTD): |
2024-01-05 |
0.83 |
| 52W High: |
2024-05-22 |
2.21 |
| 52W Low: |
2023-12-15 |
0.65 |
| Avg. price 1W: |
|
2.00 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.00 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.47 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.45 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
114.65% |
| Volatility 6M: |
|
132.54% |
| Volatility 1Y: |
|
117.52% |
| Volatility 3Y: |
|
- |
