BVT Call 10.5 XCA 21.06.2024
/ DE000VU1VSM9
BVT Call 10.5 XCA 21.06.2024/ DE000VU1VSM9 /
| 2024-05-02 8:45:27 AM |
Chg.-0.04 |
Bid3:27:25 PM |
Ask3:27:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.13EUR |
-0.96% |
4.33
Bid Size: 22,000 |
4.34
Ask Size: 22,000 |
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: |
3.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.11 |
| Intrinsic value: |
4.05 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.20 |
| Parity: |
4.05 |
| Time value: |
0.15 |
| Break-even: |
14.70 |
| Moneyness: |
1.39 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.10 |
| Spread %: |
2.44% |
| Delta: |
0.94 |
| Theta: |
0.00 |
| Omega: |
3.26 |
| Rho: |
0.01 |
Quote data
| Open: |
4.13 |
| High: |
4.13 |
| Low: |
4.13 |
| Previous Close: |
4.17 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.48% |
| 1 Month |
|
|
+20.41% |
| 3 Months |
|
|
+49.64% |
| YTD |
|
|
+52.96% |
| 1 Year |
|
|
+252.99% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
4.27 |
4.15 |
| 1M High / 1M Low: |
4.27 |
3.25 |
| 6M High / 6M Low: |
4.27 |
1.68 |
| High (YTD): |
2024-04-26 |
4.27 |
| Low (YTD): |
2024-02-19 |
1.93 |
| 52W High: |
2024-04-26 |
4.27 |
| 52W Low: |
2023-05-05 |
0.91 |
| Avg. price 1W: |
|
4.20 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.71 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.67 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.13 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
66.74% |
| Volatility 6M: |
|
74.01% |
| Volatility 1Y: |
|
90.55% |
| Volatility 3Y: |
|
- |
