BVT Call 13 XCA 21.06.2024
/ DE000VU3FG45
BVT Call 13 XCA 21.06.2024/ DE000VU3FG45 /
| 2024-05-16 8:55:10 AM |
Chg.-0.06 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.73EUR |
-2.15% |
-
Bid Size: - |
-
Ask Size: - |
CREDIT AGRICOLE INH.... |
13.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
VU3FG4 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
CREDIT AGRICOLE INH. EO 3 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
13.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-02-10 |
| Last trading day: |
2024-06-21 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.69 |
| Intrinsic value: |
2.64 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.19 |
| Parity: |
2.64 |
| Time value: |
0.22 |
| Break-even: |
15.86 |
| Moneyness: |
1.20 |
| Premium: |
0.01 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.11 |
| Spread %: |
4.00% |
| Delta: |
0.88 |
| Theta: |
-0.01 |
| Omega: |
4.82 |
| Rho: |
0.01 |
Quote data
| Open: |
2.73 |
| High: |
2.73 |
| Low: |
2.73 |
| Previous Close: |
2.79 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.98% |
| 1 Month |
|
|
+210.23% |
| 3 Months |
|
|
+950.00% |
| YTD |
|
|
+284.51% |
| 1 Year |
|
|
+506.67% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.79 |
2.46 |
| 1M High / 1M Low: |
2.79 |
0.88 |
| 6M High / 6M Low: |
2.79 |
0.23 |
| High (YTD): |
2024-05-15 |
2.79 |
| Low (YTD): |
2024-02-19 |
0.23 |
| 52W High: |
2024-05-15 |
2.79 |
| 52W Low: |
2024-02-19 |
0.23 |
| Avg. price 1W: |
|
2.63 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.83 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.85 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.63 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
134.83% |
| Volatility 6M: |
|
172.78% |
| Volatility 1Y: |
|
157.89% |
| Volatility 3Y: |
|
- |
