BVT Call 115 ROST 21.06.2024
/ DE000VU9JFK8
BVT Call 115 ROST 21.06.2024/ DE000VU9JFK8 /
| 2024-05-29 10:24:13 AM |
Chg.-0.100 |
Bid10:24:13 AM |
Ask10:24:13 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.110EUR |
-4.52% |
2.110
Bid Size: 11,000 |
2.130
Ask Size: 11,000 |
Ross Stores Inc |
115.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VU9JFK |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Ross Stores Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 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: |
5.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.11 |
| Intrinsic value: |
2.09 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.19 |
| Parity: |
2.09 |
| Time value: |
0.05 |
| Break-even: |
127.38 |
| Moneyness: |
1.20 |
| Premium: |
0.00 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.47% |
| Delta: |
0.95 |
| Theta: |
-0.04 |
| Omega: |
5.65 |
| Rho: |
0.06 |
Quote data
| Open: |
2.110 |
| High: |
2.110 |
| Low: |
2.110 |
| Previous Close: |
2.210 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+27.11% |
| 1 Month |
|
|
+24.85% |
| 3 Months |
|
|
-38.30% |
| YTD |
|
|
-15.26% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.700 |
1.660 |
| 1M High / 1M Low: |
2.700 |
1.430 |
| 6M High / 6M Low: |
3.540 |
1.430 |
| High (YTD): |
2024-02-28 |
3.540 |
| Low (YTD): |
2024-05-02 |
1.430 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.168 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.830 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.502 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
240.88% |
| Volatility 6M: |
|
113.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
