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BVT Call 130 ADS 21.06.2024/  DE000VU1CJM8  /

Frankfurt Zert./VONT
2024-05-28  7:44:46 PM Chg.-0.090 Bid9:34:23 PM Ask9:34:23 PM Underlying Strike price Expiration date Option type
9.240EUR -0.96% 9.220
Bid Size: 3,000		 9.310
Ask Size: 3,000		 ADIDAS AG NA O.N. 130.00 EUR 2024-06-21 Call
 

Master data

WKN: VU1CJM
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: ADIDAS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 130.00 EUR
Maturity: 2024-06-21
Issue date: 2023-01-04
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.37
Leverage: Yes

Calculated values

Fair value: 9.30
Intrinsic value: 9.27
Implied volatility: 1.26
Historic volatility: 0.29
Parity: 9.27
Time value: 0.14
Break-even: 224.10
Moneyness: 1.71
Premium: 0.01
Premium p.a.: 0.10
Spread abs.: 0.09
Spread %: 0.97%
Delta: 0.97
Theta: -0.12
Omega: 2.29
Rho: 0.08
 

Quote data

Open: 9.250
High: 9.320
Low: 9.140
Previous Close: 9.330
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -6.38%
1 Month
  -8.61%
3 Months  
+48.08%
YTD  
+58.22%
1 Year  
+128.15%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 9.870 9.280
1M High / 1M Low: 10.250 9.280
6M High / 6M Low: 10.250 3.960
High (YTD): 2024-04-29 10.250
Low (YTD): 2024-01-18 3.960
52W High: 2024-04-29 10.250
52W Low: 2023-06-01 3.630
Avg. price 1W:   9.496
Avg. volume 1W:   0.000
Avg. price 1M:   9.623
Avg. volume 1M:   0.000
Avg. price 6M:   6.833
Avg. volume 6M:   0.000
Avg. price 1Y:   6.010
Avg. volume 1Y:   0.000
Volatility 1M:   38.01%
Volatility 6M:   85.99%
Volatility 1Y:   86.84%
Volatility 3Y:   -