BVT Call 85 WDP 21.06.2024
/ DE000VU1T0B4
BVT Call 85 WDP 21.06.2024/ DE000VU1T0B4 /
2024-06-07 7:43:33 PM |
Chg.0.000 |
Bid9:05:08 PM |
Ask9:05:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.570EUR |
0.00% |
1.560 Bid Size: 72,000 |
1.570 Ask Size: 72,000 |
DISNEY (WALT) CO. |
85.00 - |
2024-06-21 |
Call |
Master data
WKN: |
VU1T0B |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
DISNEY (WALT) CO. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
85.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2023-01-06 |
Last trading day: |
2024-06-21 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.07 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.81 |
Intrinsic value: |
0.79 |
Implied volatility: |
1.56 |
Historic volatility: |
0.24 |
Parity: |
0.79 |
Time value: |
0.74 |
Break-even: |
100.30 |
Moneyness: |
1.09 |
Premium: |
0.08 |
Premium p.a.: |
6.33 |
Spread abs.: |
0.01 |
Spread %: |
0.66% |
Delta: |
0.67 |
Theta: |
-0.37 |
Omega: |
4.09 |
Rho: |
0.02 |
Quote data
Open: |
1.530 |
High: |
1.610 |
Low: |
1.510 |
Previous Close: |
1.570 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-5.99% |
1 Month |
|
|
-19.90% |
3 Months |
|
|
-36.44% |
YTD |
|
|
+53.92% |
1 Year |
|
|
-7.10% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.690 |
1.540 |
1M High / 1M Low: |
2.020 |
1.510 |
6M High / 6M Low: |
3.610 |
0.920 |
High (YTD): |
2024-03-28 |
3.610 |
Low (YTD): |
2024-01-11 |
0.920 |
52W High: |
2024-03-28 |
3.610 |
52W Low: |
2023-10-26 |
0.680 |
Avg. price 1W: |
|
1.630 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.733 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.063 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.587 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
78.45% |
Volatility 6M: |
|
130.57% |
Volatility 1Y: |
|
127.59% |
Volatility 3Y: |
|
- |