BVT Call 12 XCA 21.06.2024
/ DE000VU1VSZ1
BVT Call 12 XCA 21.06.2024/ DE000VU1VSZ1 /
| 2024-05-03 7:50:59 PM |
Chg.+0.160 |
Bid9:55:11 PM |
Ask9:55:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.890EUR |
+5.86% |
-
Bid Size: - |
-
Ask Size: - |
CREDIT AGRICOLE INH.... |
12.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
VU1VSZ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
CREDIT AGRICOLE INH. EO 3 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-01-09 |
| Last trading day: |
2024-06-21 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.67 |
| Intrinsic value: |
2.61 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.20 |
| Parity: |
2.61 |
| Time value: |
0.34 |
| Break-even: |
14.95 |
| Moneyness: |
1.22 |
| Premium: |
0.02 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.20 |
| Spread %: |
7.27% |
| Delta: |
0.85 |
| Theta: |
-0.01 |
| Omega: |
4.20 |
| Rho: |
0.01 |
Quote data
| Open: |
3.190 |
| High: |
3.190 |
| Low: |
2.890 |
| Previous Close: |
2.730 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.04% |
| 1 Month |
|
|
+28.44% |
| 3 Months |
|
|
+86.45% |
| YTD |
|
|
+110.95% |
| 1 Year |
|
|
+588.10% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.890 |
2.640 |
| 1M High / 1M Low: |
2.890 |
1.760 |
| 6M High / 6M Low: |
2.890 |
0.650 |
| High (YTD): |
2024-05-03 |
2.890 |
| Low (YTD): |
2024-02-13 |
0.720 |
| 52W High: |
2024-05-03 |
2.890 |
| 52W Low: |
2023-05-04 |
0.420 |
| Avg. price 1W: |
|
2.732 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.315 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.404 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.067 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
79.80% |
| Volatility 6M: |
|
120.38% |
| Volatility 1Y: |
|
131.91% |
| Volatility 3Y: |
|
- |
