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BVT Call 135 ADS 21.06.2024/  DE000VU1DWL1  /

Frankfurt Zert./VONT
2024-05-30  8:03:46 PM Chg.+0.370 Bid9:41:40 AM Ask9:41:40 AM Underlying Strike price Expiration date Option type
9.660EUR +3.98% 9.540
Bid Size: 23,000		 9.560
Ask Size: 23,000		 ADIDAS AG NA O.N. 135.00 EUR 2024-06-21 Call
 

Master data

WKN: VU1DWL
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: ADIDAS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 135.00 EUR
Maturity: 2024-06-21
Issue date: 2023-01-04
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.43
Leverage: Yes

Calculated values

Fair value: 9.24
Intrinsic value: 9.21
Implied volatility: 1.28
Historic volatility: 0.29
Parity: 9.21
Time value: 0.14
Break-even: 228.50
Moneyness: 1.68
Premium: 0.01
Premium p.a.: 0.11
Spread abs.: 0.10
Spread %: 1.08%
Delta: 0.97
Theta: -0.14
Omega: 2.35
Rho: 0.08
 

Quote data

Open: 9.360
High: 9.670
Low: 9.360
Previous Close: 9.290
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+7.69%
1 Month  
+5.57%
3 Months  
+75.96%
YTD  
+76.60%
1 Year  
+184.12%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 9.660 8.690
1M High / 1M Low: 9.660 8.650
6M High / 6M Low: 9.680 3.520
High (YTD): 2024-04-29 9.680
Low (YTD): 2024-01-31 3.520
52W High: 2024-04-29 9.680
52W Low: 2023-06-01 3.280
Avg. price 1W:   9.080
Avg. volume 1W:   0.000
Avg. price 1M:   9.079
Avg. volume 1M:   0.000
Avg. price 6M:   6.416
Avg. volume 6M:   0.000
Avg. price 1Y:   5.625
Avg. volume 1Y:   0.000
Volatility 1M:   45.52%
Volatility 6M:   92.71%
Volatility 1Y:   92.63%
Volatility 3Y:   -