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BVT Call 0.98 EURCHF 21.06.2024/  DE000VU4JRW9  /

EUWAX
2024-05-03  9:06:40 PM Chg.-0.080 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
0.520EUR -13.33% -
Bid Size: -		 -
Ask Size: -		 CROSSRATE EUR/CHF 0.98 CHF 2024-06-21 Call
 

Master data

WKN: VU4JRW
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: CROSSRATE EUR/CHF
Type: Warrant
Option type: Call
Strike price: 0.98 CHF
Maturity: 2024-06-21
Issue date: 2023-03-13
Last trading day: 2024-06-21
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: 192.31
Leverage: Yes

Calculated values

Fair value: 0.64
Intrinsic value: 0.00
Implied volatility: 0.04
Historic volatility: 0.05
Parity: -0.61
Time value: 0.52
Break-even: 1.01
Moneyness: 0.99
Premium: 0.01
Premium p.a.: 0.09
Spread abs.: 0.01
Spread %: 1.96%
Delta: 0.48
Theta: 0.00
Omega: 91.49
Rho: 0.00
 

Quote data

Open: 0.550
High: 0.550
Low: 0.510
Previous Close: 0.600
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -26.76%
1 Month
  -29.73%
3 Months  
+235.48%
YTD  
+197.14%
1 Year
  -71.43%
3 Years     -
5 Years     -
1W High / 1W Low: 0.810 0.520
1M High / 1M Low: 0.920 0.520
6M High / 6M Low: 0.920 0.131
High (YTD): 2024-04-08 0.920
Low (YTD): 2024-01-08 0.131
52W High: 2023-05-05 1.820
52W Low: 2024-01-08 0.131
Avg. price 1W:   0.633
Avg. volume 1W:   0.000
Avg. price 1M:   0.673
Avg. volume 1M:   0.000
Avg. price 6M:   0.390
Avg. volume 6M:   0.000
Avg. price 1Y:   0.685
Avg. volume 1Y:   146.369
Volatility 1M:   242.17%
Volatility 6M:   230.86%
Volatility 1Y:   179.80%
Volatility 3Y:   -