BVT Call 109.32 AIR 21.06.2024
/ DE000VU1VJ36
BVT Call 109.32 AIR 21.06.2024/ DE000VU1VJ36 /
2024-05-27 6:13:57 PM |
Chg.- |
Bid8:21:46 AM |
Ask8:21:46 AM |
Underlying |
Strike price |
Expiration date |
Option type |
5.08EUR |
- |
5.08 Bid Size: 4,000 |
5.16 Ask Size: 4,000 |
AIRBUS |
109.32 EUR |
2024-06-21 |
Call |
Master data
WKN: |
VU1VJ3 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
AIRBUS |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
109.32 EUR |
Maturity: |
2024-06-21 |
Issue date: |
2023-01-09 |
Last trading day: |
2024-06-21 |
Ratio: |
9.94:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
3.07 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.04 |
Intrinsic value: |
5.01 |
Implied volatility: |
1.11 |
Historic volatility: |
0.18 |
Parity: |
5.01 |
Time value: |
0.20 |
Break-even: |
161.11 |
Moneyness: |
1.46 |
Premium: |
0.01 |
Premium p.a.: |
0.20 |
Spread abs.: |
0.14 |
Spread %: |
2.76% |
Delta: |
0.93 |
Theta: |
-0.14 |
Omega: |
2.85 |
Rho: |
0.07 |
Quote data
Open: |
5.06 |
High: |
5.08 |
Low: |
4.99 |
Previous Close: |
5.06 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-0.20% |
1 Month |
|
|
+3.46% |
3 Months |
|
|
+14.16% |
YTD |
|
|
+54.88% |
1 Year |
|
|
+84.06% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.28 |
5.06 |
1M High / 1M Low: |
5.38 |
4.54 |
6M High / 6M Low: |
6.16 |
2.85 |
High (YTD): |
2024-03-27 |
6.16 |
Low (YTD): |
2024-01-03 |
3.01 |
52W High: |
2024-03-27 |
6.16 |
52W Low: |
2023-10-20 |
1.98 |
Avg. price 1W: |
|
5.14 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
5.03 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
4.44 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
3.56 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
48.77% |
Volatility 6M: |
|
62.65% |
Volatility 1Y: |
|
69.82% |
Volatility 3Y: |
|
- |