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BVT Call 13.5 XCA 21.06.2024/  DE000VU3SK77  /

Frankfurt Zert./VONT
2024-05-07  4:52:28 PM Chg.+0.160 Bid5:51:26 PM Ask5:51:26 PM Underlying Strike price Expiration date Option type
1.890EUR +9.25% 1.870
Bid Size: 4,000		 1.950
Ask Size: 4,000		 CREDIT AGRICOLE INH.... 13.50 EUR 2024-06-21 Call
 

Master data

WKN: VU3SK7
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: CREDIT AGRICOLE INH. EO 3
Type: Warrant
Option type: Call
Strike price: 13.50 EUR
Maturity: 2024-06-21
Issue date: 2023-02-21
Last trading day: 2024-06-21
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 8.20
Leverage: Yes

Calculated values

Fair value: 1.59
Intrinsic value: 1.50
Implied volatility: 0.41
Historic volatility: 0.20
Parity: 1.50
Time value: 0.33
Break-even: 15.33
Moneyness: 1.11
Premium: 0.02
Premium p.a.: 0.19
Spread abs.: 0.11
Spread %: 6.40%
Delta: 0.80
Theta: -0.01
Omega: 6.53
Rho: 0.01
 

Quote data

Open: 1.730
High: 1.890
Low: 1.730
Previous Close: 1.730
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+58.82%
1 Month  
+107.69%
3 Months  
+237.50%
YTD  
+302.13%
1 Year  
+687.50%
3 Years     -
5 Years     -
1W High / 1W Low: 1.730 1.190
1M High / 1M Low: 1.730 0.530
6M High / 6M Low: 1.730 0.129
High (YTD): 2024-05-06 1.730
Low (YTD): 2024-02-19 0.129
52W High: 2024-05-06 1.730
52W Low: 2024-02-19 0.129
Avg. price 1W:   1.395
Avg. volume 1W:   0.000
Avg. price 1M:   0.982
Avg. volume 1M:   0.000
Avg. price 6M:   0.483
Avg. volume 6M:   0.000
Avg. price 1Y:   0.403
Avg. volume 1Y:   0.000
Volatility 1M:   186.02%
Volatility 6M:   207.31%
Volatility 1Y:   186.80%
Volatility 3Y:   -