BVT Call 90 DIS 21.06.2024
/ DE000VU1SP17
BVT Call 90 DIS 21.06.2024/ DE000VU1SP17 /
2024-06-07 7:43:41 PM |
Chg.+0.010 |
Bid9:50:12 PM |
Ask9:50:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.870EUR |
+1.16% |
- Bid Size: - |
- Ask Size: - |
Walt Disney Co |
90.00 USD |
2024-06-21 |
Call |
Master data
WKN: |
VU1SP1 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Walt Disney Co |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
90.00 USD |
Maturity: |
2024-06-21 |
Issue date: |
2023-01-06 |
Last trading day: |
2024-06-21 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
10.93 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.04 |
Intrinsic value: |
1.03 |
Implied volatility: |
- |
Historic volatility: |
0.24 |
Parity: |
1.03 |
Time value: |
-0.18 |
Break-even: |
91.13 |
Moneyness: |
1.12 |
Premium: |
-0.02 |
Premium p.a.: |
-0.40 |
Spread abs.: |
0.01 |
Spread %: |
1.19% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
0.850 |
High: |
0.870 |
Low: |
0.840 |
Previous Close: |
0.860 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+2.35% |
3 Months |
|
|
+10.13% |
YTD |
|
|
+112.20% |
1 Year |
|
|
+64.15% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.880 |
0.850 |
1M High / 1M Low: |
0.890 |
0.810 |
6M High / 6M Low: |
0.900 |
0.380 |
High (YTD): |
2024-05-06 |
0.900 |
Low (YTD): |
2024-01-11 |
0.380 |
52W High: |
2024-05-06 |
0.900 |
52W Low: |
2023-10-26 |
0.270 |
Avg. price 1W: |
|
0.866 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.859 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.720 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.559 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
39.51% |
Volatility 6M: |
|
66.34% |
Volatility 1Y: |
|
89.82% |
Volatility 3Y: |
|
- |