BVT Call 109.32 AIR 21.06.2024
/ DE000VU1VJ36
BVT Call 109.32 AIR 21.06.2024/ DE000VU1VJ36 /
| 2024-04-26 6:13:59 PM |
Chg.-0.11 |
Bid10:00:05 PM |
Ask10:00:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.91EUR |
-2.19% |
-
Bid Size: - |
-
Ask Size: - |
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: |
3.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.87 |
| Intrinsic value: |
4.80 |
| Implied volatility: |
0.74 |
| Historic volatility: |
0.18 |
| Parity: |
4.80 |
| Time value: |
0.24 |
| Break-even: |
159.42 |
| Moneyness: |
1.44 |
| Premium: |
0.02 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.13 |
| Spread %: |
2.65% |
| Delta: |
0.92 |
| Theta: |
-0.07 |
| Omega: |
2.90 |
| Rho: |
0.14 |
Quote data
| Open: |
4.95 |
| High: |
4.95 |
| Low: |
4.67 |
| Previous Close: |
5.02 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.21% |
| 1 Month |
|
|
-19.90% |
| 3 Months |
|
|
+18.60% |
| YTD |
|
|
+49.70% |
| 1 Year |
|
|
+66.44% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
5.49 |
4.91 |
| 1M High / 1M Low: |
6.13 |
4.91 |
| 6M High / 6M Low: |
6.16 |
2.30 |
| 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: |
|
5.23 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.46 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.03 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.37 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
60.46% |
| Volatility 6M: |
|
64.65% |
| Volatility 1Y: |
|
71.49% |
| Volatility 3Y: |
|
- |
