BVT Call 390 MA 21.06.2024
/ DE000VU9JH36
BVT Call 390 MA 21.06.2024/ DE000VU9JH36 /
2024-05-31 8:48:47 AM |
Chg.+0.020 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.500EUR |
+4.17% |
- Bid Size: - |
- Ask Size: - |
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: |
8.00 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.49 |
Intrinsic value: |
0.48 |
Implied volatility: |
0.43 |
Historic volatility: |
0.14 |
Parity: |
0.48 |
Time value: |
0.03 |
Break-even: |
411.06 |
Moneyness: |
1.13 |
Premium: |
0.01 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.01 |
Spread %: |
2.00% |
Delta: |
0.90 |
Theta: |
-0.21 |
Omega: |
7.20 |
Rho: |
0.18 |
Quote data
Open: |
0.500 |
High: |
0.500 |
Low: |
0.500 |
Previous Close: |
0.480 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-15.25% |
1 Month |
|
|
-25.37% |
3 Months |
|
|
-42.53% |
YTD |
|
|
+2.04% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.590 |
0.480 |
1M High / 1M Low: |
0.680 |
0.480 |
6M High / 6M Low: |
0.970 |
0.400 |
High (YTD): |
2024-03-22 |
0.970 |
Low (YTD): |
2024-01-05 |
0.430 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.532 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.601 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.664 |
Avg. volume 6M: |
|
12.800 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
83.29% |
Volatility 6M: |
|
87.09% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |