BVT Call 95 DIS 21.06.2024
/ DE000VU1T073
BVT Call 95 DIS 21.06.2024/ DE000VU1T073 /
| 2024-05-31 7:40:25 PM |
Chg.+0.070 |
Bid9:59:42 PM |
Ask9:59:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.760EUR |
+10.14% |
-
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: |
10.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.85 |
| Intrinsic value: |
0.82 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.24 |
| Parity: |
0.82 |
| Time value: |
0.07 |
| Break-even: |
96.47 |
| Moneyness: |
1.09 |
| Premium: |
0.01 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
1.14% |
| Delta: |
0.88 |
| Theta: |
-0.05 |
| Omega: |
9.42 |
| Rho: |
0.04 |
Quote data
| Open: |
0.660 |
| High: |
0.790 |
| Low: |
0.660 |
| Previous Close: |
0.690 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.57% |
| 1 Month |
|
|
-54.49% |
| 3 Months |
|
|
-58.01% |
| YTD |
|
|
+49.02% |
| 1 Year |
|
|
-23.23% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.760 |
0.650 |
| 1M High / 1M Low: |
2.110 |
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: |
|
0.702 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.000 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.289 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.983 |
| Avg. volume 1Y: |
|
19.531 |
| Volatility 1M: |
|
227.15% |
| Volatility 6M: |
|
194.88% |
| Volatility 1Y: |
|
175.04% |
| Volatility 3Y: |
|
- |
