BVT Call 95 DIS 21.06.2024
/ DE000VU1T073
BVT Call 95 DIS 21.06.2024/ DE000VU1T073 /
2024-06-07 7:43:44 PM |
Chg.-0.020 |
Bid9:59:58 PM |
Ask9:59:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.650EUR |
-2.99% |
- Bid Size: - |
- Ask Size: - |
Walt Disney Co |
95.00 USD |
2024-06-21 |
Call |
Master data
WKN: |
VU1T07 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Walt Disney Co |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
95.00 USD |
Maturity: |
2024-06-21 |
Issue date: |
2023-01-06 |
Last trading day: |
2024-06-21 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
14.75 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.60 |
Intrinsic value: |
0.57 |
Implied volatility: |
0.33 |
Historic volatility: |
0.24 |
Parity: |
0.57 |
Time value: |
0.06 |
Break-even: |
93.52 |
Moneyness: |
1.07 |
Premium: |
0.01 |
Premium p.a.: |
0.18 |
Spread abs.: |
0.01 |
Spread %: |
1.61% |
Delta: |
0.85 |
Theta: |
-0.06 |
Omega: |
12.55 |
Rho: |
0.03 |
Quote data
Open: |
0.630 |
High: |
0.700 |
Low: |
0.610 |
Previous Close: |
0.670 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-14.47% |
1 Month |
|
|
-39.81% |
3 Months |
|
|
-60.37% |
YTD |
|
|
+27.45% |
1 Year |
|
|
-42.98% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.780 |
0.640 |
1M High / 1M Low: |
1.110 |
0.620 |
6M High / 6M Low: |
2.710 |
0.430 |
High (YTD): |
2024-03-28 |
2.710 |
Low (YTD): |
2024-01-11 |
0.430 |
52W High: |
2024-03-28 |
2.710 |
52W Low: |
2023-10-26 |
0.350 |
Avg. price 1W: |
|
0.704 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.814 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.292 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.976 |
Avg. volume 1Y: |
|
19.531 |
Volatility 1M: |
|
151.12% |
Volatility 6M: |
|
194.96% |
Volatility 1Y: |
|
175.00% |
Volatility 3Y: |
|
- |