BVT Call 105 ROST 21.06.2024
/ DE000VU9SDD9
BVT Call 105 ROST 21.06.2024/ DE000VU9SDD9 /
| 2024-06-11 1:54:54 PM |
Chg.-0.070 |
Bid4:01:25 PM |
Ask4:01:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.650EUR |
-1.88% |
3.620
Bid Size: 40,000 |
3.630
Ask Size: 40,000 |
Ross Stores Inc |
105.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VU9SDD |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Ross Stores Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-11 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.70 |
| Intrinsic value: |
3.69 |
| Implied volatility: |
0.98 |
| Historic volatility: |
0.19 |
| Parity: |
3.69 |
| Time value: |
0.03 |
| Break-even: |
134.75 |
| Moneyness: |
1.38 |
| Premium: |
0.00 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.27% |
| Delta: |
0.98 |
| Theta: |
-0.06 |
| Omega: |
3.55 |
| Rho: |
0.03 |
Quote data
| Open: |
3.660 |
| High: |
3.660 |
| Low: |
3.650 |
| Previous Close: |
3.720 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.28% |
| 1 Month |
|
|
+33.70% |
| 3 Months |
|
|
-6.41% |
| YTD |
|
|
+10.94% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.720 |
3.280 |
| 1M High / 1M Low: |
3.720 |
2.500 |
| 6M High / 6M Low: |
4.420 |
2.280 |
| High (YTD): |
2024-02-28 |
4.420 |
| Low (YTD): |
2024-05-02 |
2.280 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.584 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.078 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.386 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
163.28% |
| Volatility 6M: |
|
79.84% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
