BVT Call 125 ROST 21.06.2024
/ DE000VU9JFG6
BVT Call 125 ROST 21.06.2024/ DE000VU9JFG6 /
| 2024-05-29 10:24:18 AM |
Chg.-0.090 |
Bid11:27:07 AM |
Ask11:27:07 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.210EUR |
-6.92% |
1.200
Bid Size: 11,000 |
1.220
Ask Size: 11,000 |
Ross Stores Inc |
125.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VU9JFG |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Ross Stores Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
125.00 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: |
10.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.20 |
| Intrinsic value: |
1.16 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.19 |
| Parity: |
1.16 |
| Time value: |
0.07 |
| Break-even: |
127.49 |
| Moneyness: |
1.10 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
0.82% |
| Delta: |
0.92 |
| Theta: |
-0.04 |
| Omega: |
9.44 |
| Rho: |
0.07 |
Quote data
| Open: |
1.210 |
| High: |
1.210 |
| Low: |
1.210 |
| Previous Close: |
1.300 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+37.50% |
| 1 Month |
|
|
+31.52% |
| 3 Months |
|
|
-53.10% |
| YTD |
|
|
-31.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.780 |
0.880 |
| 1M High / 1M Low: |
1.780 |
0.720 |
| 6M High / 6M Low: |
2.710 |
0.720 |
| High (YTD): |
2024-02-28 |
2.710 |
| Low (YTD): |
2024-05-02 |
0.720 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.306 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.033 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.717 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
390.06% |
| Volatility 6M: |
|
175.61% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
