BVT Call 150 PRG 21.06.2024
/ DE000VU64YG2
BVT Call 150 PRG 21.06.2024/ DE000VU64YG2 /
| 2024-05-31 8:36:56 AM |
Chg.+0.13 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.19EUR |
+12.26% |
-
Bid Size: - |
-
Ask Size: - |
PROCTER GAMBLE |
150.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
VU64YG |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
PROCTER GAMBLE |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-05-10 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
10.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.29 |
| Intrinsic value: |
0.17 |
| Implied volatility: |
0.91 |
| Historic volatility: |
0.12 |
| Parity: |
0.17 |
| Time value: |
1.21 |
| Break-even: |
163.80 |
| Moneyness: |
1.01 |
| Premium: |
0.08 |
| Premium p.a.: |
3.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.73% |
| Delta: |
0.57 |
| Theta: |
-0.33 |
| Omega: |
6.23 |
| Rho: |
0.04 |
Quote data
| Open: |
1.19 |
| High: |
1.19 |
| Low: |
1.19 |
| Previous Close: |
1.06 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.49% |
| 1 Month |
|
|
+1.71% |
| 3 Months |
|
|
+16.67% |
| YTD |
|
|
+164.44% |
| 1 Year |
|
|
+75.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.44 |
1.06 |
| 1M High / 1M Low: |
1.62 |
1.06 |
| 6M High / 6M Low: |
1.62 |
0.37 |
| High (YTD): |
2024-05-22 |
1.62 |
| Low (YTD): |
2024-01-05 |
0.50 |
| 52W High: |
2024-05-22 |
1.62 |
| 52W Low: |
2023-12-15 |
0.37 |
| Avg. price 1W: |
|
1.26 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.43 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.95 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.88 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
104.43% |
| Volatility 6M: |
|
159.61% |
| Volatility 1Y: |
|
129.95% |
| Volatility 3Y: |
|
- |
