BVT Call 390 MA 21.06.2024
/ DE000VU9JH36
BVT Call 390 MA 21.06.2024/ DE000VU9JH36 /
| 2024-06-06 8:48:39 AM |
Chg.+0.010 |
Bid10:18:03 AM |
Ask10:18:03 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.530EUR |
+1.92% |
0.540
Bid Size: 38,000 |
0.560
Ask Size: 38,000 |
MasterCard Incorpora... |
390.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VU9JH3 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
MasterCard Incorporated |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
390.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-06 |
| Last trading day: |
2024-06-21 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.53 |
| Intrinsic value: |
0.52 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.14 |
| Parity: |
0.52 |
| Time value: |
0.02 |
| Break-even: |
412.66 |
| Moneyness: |
1.15 |
| Premium: |
0.00 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
1.89% |
| Delta: |
0.93 |
| Theta: |
-0.22 |
| Omega: |
7.05 |
| Rho: |
0.13 |
Quote data
| Open: |
0.530 |
| High: |
0.530 |
| Low: |
0.530 |
| Previous Close: |
0.520 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.42% |
| 1 Month |
|
|
-1.85% |
| 3 Months |
|
|
-33.75% |
| YTD |
|
|
+8.16% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.550 |
0.480 |
| 1M High / 1M Low: |
0.680 |
0.480 |
| 6M High / 6M Low: |
0.970 |
0.410 |
| High (YTD): |
2024-03-22 |
0.970 |
| Low (YTD): |
2024-01-05 |
0.430 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.508 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.597 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.667 |
| Avg. volume 6M: |
|
12.800 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
96.61% |
| Volatility 6M: |
|
88.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
