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.+0.02 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.08EUR |
+0.40% |
-
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: |
3.07 |
| 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 |
|
|
-3.24% |
| 1 Month |
|
|
+3.46% |
| 3 Months |
|
|
+29.92% |
| 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 |
2.79 |
| 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: |
|
5.17 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.03 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.42 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.55 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
50.11% |
| Volatility 6M: |
|
62.68% |
| Volatility 1Y: |
|
69.95% |
| Volatility 3Y: |
|
- |
