BVT Call 130 ROST 21.06.2024
/ DE000VU9JFX1
BVT Call 130 ROST 21.06.2024/ DE000VU9JFX1 /
| 2024-06-04 10:22:40 AM |
Chg.0.000 |
Bid12:46:26 PM |
Ask12:46:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.020EUR |
0.00% |
1.000
Bid Size: 11,000 |
1.020
Ask Size: 11,000 |
Ross Stores Inc |
130.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VU9JFX |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Ross Stores Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 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: |
11.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.05 |
| Intrinsic value: |
1.03 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.19 |
| Parity: |
1.03 |
| Time value: |
0.06 |
| Break-even: |
130.09 |
| Moneyness: |
1.09 |
| Premium: |
0.00 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
0.93% |
| Delta: |
0.90 |
| Theta: |
-0.05 |
| Omega: |
10.72 |
| Rho: |
0.05 |
Quote data
| Open: |
1.020 |
| High: |
1.020 |
| Low: |
1.020 |
| Previous Close: |
1.020 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.60% |
| 1 Month |
|
|
+72.88% |
| 3 Months |
|
|
-54.46% |
| YTD |
|
|
-28.17% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.020 |
0.830 |
| 1M High / 1M Low: |
1.330 |
0.550 |
| 6M High / 6M Low: |
2.310 |
0.450 |
| High (YTD): |
2024-02-28 |
2.310 |
| Low (YTD): |
2024-05-02 |
0.450 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.928 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.776 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.359 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
508.79% |
| Volatility 6M: |
|
225.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
