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BVT Call 160 PRG 21.06.2024/  DE000VU64YD9  /

EUWAX
2024-05-31  8:36:56 AM Chg.+0.100 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.360EUR +38.46% -
Bid Size: -		 -
Ask Size: -		 PROCTER GAMBLE 160.00 - 2024-06-21 Call
 

Master data

WKN: VU64YD
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: PROCTER GAMBLE
Type: Warrant
Option type: Call
Strike price: 160.00 -
Maturity: 2024-06-21
Issue date: 2023-05-10
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: European
Quanto: No
Gearing: 28.62
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.60
Historic volatility: 0.12
Parity: -0.83
Time value: 0.53
Break-even: 165.30
Moneyness: 0.95
Premium: 0.09
Premium p.a.: 3.81
Spread abs.: 0.01
Spread %: 1.92%
Delta: 0.38
Theta: -0.21
Omega: 10.99
Rho: 0.03
 

Quote data

Open: 0.360
High: 0.360
Low: 0.360
Previous Close: 0.260
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -41.94%
1 Month
  -14.29%
3 Months
  -25.00%
YTD  
+114.29%
1 Year
  -14.29%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.590 0.260
1M High / 1M Low: 0.830 0.260
6M High / 6M Low: 0.830 0.130
High (YTD): 2024-05-22 0.830
Low (YTD): 2024-01-22 0.192
52W High: 2024-05-22 0.830
52W Low: 2023-12-15 0.130
Avg. price 1W:   0.430
Avg. volume 1W:   0.000
Avg. price 1M:   0.635
Avg. volume 1M:   0.000
Avg. price 6M:   0.415
Avg. volume 6M:   0.000
Avg. price 1Y:   0.456
Avg. volume 1Y:   0.000
Volatility 1M:   261.88%
Volatility 6M:   258.88%
Volatility 1Y:   203.76%
Volatility 3Y:   -