BVT Call 130 ADS 21.06.2024
/ DE000VU1CJM8
BVT Call 130 ADS 21.06.2024/ DE000VU1CJM8 /
| 2024-06-07 8:27:09 AM |
Chg.-0.18 |
Bid10:00:07 PM |
Ask10:00:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.12EUR |
-1.75% |
-
Bid Size: - |
-
Ask Size: - |
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: |
2.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
10.12 |
| Intrinsic value: |
10.10 |
| Implied volatility: |
1.82 |
| Historic volatility: |
0.28 |
| Parity: |
10.10 |
| Time value: |
0.13 |
| Break-even: |
232.30 |
| Moneyness: |
1.78 |
| Premium: |
0.01 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.10 |
| Spread %: |
0.99% |
| Delta: |
0.97 |
| Theta: |
-0.23 |
| Omega: |
2.19 |
| Rho: |
0.04 |
Quote data
| Open: |
10.12 |
| High: |
10.12 |
| Low: |
10.12 |
| Previous Close: |
10.30 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.49% |
| 1 Month |
|
|
+8.93% |
| 3 Months |
|
|
+67.83% |
| YTD |
|
|
+73.58% |
| 1 Year |
|
|
+137.56% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
10.39 |
10.12 |
| 1M High / 1M Low: |
10.39 |
9.12 |
| 6M High / 6M Low: |
10.39 |
3.86 |
| High (YTD): |
2024-06-05 |
10.39 |
| Low (YTD): |
2024-01-31 |
3.86 |
| 52W High: |
2024-06-05 |
10.39 |
| 52W Low: |
2023-09-28 |
3.75 |
| Avg. price 1W: |
|
10.27 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
9.74 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
7.03 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
6.19 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
45.70% |
| Volatility 6M: |
|
98.95% |
| Volatility 1Y: |
|
91.81% |
| Volatility 3Y: |
|
- |
