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BVT Call 10.5 XCA 21.06.2024/  DE000VU1VSM9  /

EUWAX
2024-05-17  8:52:17 AM Chg.-0.08 Bid11:20:10 AM Ask11:20:10 AM Underlying Strike price Expiration date Option type
5.15EUR -1.53% 5.36
Bid Size: 20,000		 5.37
Ask Size: 20,000		 CREDIT AGRICOLE INH.... 10.50 EUR 2024-06-21 Call
 

Master data

WKN: VU1VSM
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: CREDIT AGRICOLE INH. EO 3
Type: Warrant
Option type: Call
Strike price: 10.50 EUR
Maturity: 2024-06-21
Issue date: 2023-01-09
Last trading day: 2024-06-21
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 2.97
Leverage: Yes

Calculated values

Fair value: 5.16
Intrinsic value: 5.13
Implied volatility: 0.86
Historic volatility: 0.19
Parity: 5.13
Time value: 0.14
Break-even: 15.76
Moneyness: 1.49
Premium: 0.01
Premium p.a.: 0.09
Spread abs.: 0.11
Spread %: 2.14%
Delta: 0.95
Theta: -0.01
Omega: 2.82
Rho: 0.01
 

Quote data

Open: 5.15
High: 5.15
Low: 5.15
Previous Close: 5.23
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.78%
1 Month  
+57.98%
3 Months  
+146.41%
YTD  
+90.74%
1 Year  
+228.03%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.28 5.06
1M High / 1M Low: 5.28 3.26
6M High / 6M Low: 5.28 1.69
High (YTD): 2024-05-15 5.28
Low (YTD): 2024-02-19 1.93
52W High: 2024-05-15 5.28
52W Low: 2023-06-26 1.17
Avg. price 1W:   5.18
Avg. volume 1W:   0.00
Avg. price 1M:   4.39
Avg. volume 1M:   0.00
Avg. price 6M:   2.95
Avg. volume 6M:   0.00
Avg. price 1Y:   2.28
Avg. volume 1Y:   0.00
Volatility 1M:   54.18%
Volatility 6M:   73.07%
Volatility 1Y:   81.88%
Volatility 3Y:   -