BVT Call 110 ROST 21.06.2024
/ DE000VU9JFA9
BVT Call 110 ROST 21.06.2024/ DE000VU9JFA9 /
| 2024-06-11 1:54:51 PM |
Chg.-0.070 |
Bid2:52:00 PM |
Ask2:52:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.190EUR |
-2.15% |
3.180
Bid Size: 16,000 |
3.200
Ask Size: 16,000 |
Ross Stores Inc |
110.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VU9JFA |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Ross Stores Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-06 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.24 |
| Intrinsic value: |
3.23 |
| Implied volatility: |
0.89 |
| Historic volatility: |
0.19 |
| Parity: |
3.23 |
| Time value: |
0.03 |
| Break-even: |
134.80 |
| Moneyness: |
1.32 |
| Premium: |
0.00 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
0.31% |
| Delta: |
0.97 |
| Theta: |
-0.07 |
| Omega: |
4.02 |
| Rho: |
0.03 |
Quote data
| Open: |
3.200 |
| High: |
3.200 |
| Low: |
3.190 |
| Previous Close: |
3.260 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.12% |
| 1 Month |
|
|
+39.91% |
| 3 Months |
|
|
-7.54% |
| YTD |
|
|
+10.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.260 |
2.820 |
| 1M High / 1M Low: |
3.260 |
2.060 |
| 6M High / 6M Low: |
3.980 |
1.850 |
| High (YTD): |
2024-02-28 |
3.980 |
| Low (YTD): |
2024-05-02 |
1.850 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.124 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.624 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.952 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
194.14% |
| Volatility 6M: |
|
93.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
