BVT Call 135 ADS 21.06.2024
/ DE000VU1DWL1
BVT Call 135 ADS 21.06.2024/ DE000VU1DWL1 /
| 2024-05-28 8:26:21 AM |
Chg.-0.17 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.79EUR |
-1.90% |
-
Bid Size: - |
-
Ask Size: - |
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: |
2.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.80 |
| Intrinsic value: |
8.77 |
| Implied volatility: |
1.11 |
| Historic volatility: |
0.29 |
| Parity: |
8.77 |
| Time value: |
0.11 |
| Break-even: |
223.80 |
| Moneyness: |
1.65 |
| Premium: |
0.00 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.09 |
| Spread %: |
1.02% |
| Delta: |
0.97 |
| Theta: |
-0.10 |
| Omega: |
2.44 |
| Rho: |
0.08 |
Quote data
| Open: |
8.79 |
| High: |
8.79 |
| Low: |
8.79 |
| Previous Close: |
8.96 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.89% |
| 1 Month |
|
|
-9.10% |
| 3 Months |
|
|
+53.40% |
| YTD |
|
|
+63.38% |
| 1 Year |
|
|
+145.53% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.34 |
8.62 |
| 1M High / 1M Low: |
9.74 |
8.62 |
| 6M High / 6M Low: |
9.74 |
3.40 |
| High (YTD): |
2024-05-16 |
9.74 |
| Low (YTD): |
2024-01-31 |
3.40 |
| 52W High: |
2024-05-16 |
9.74 |
| 52W Low: |
2023-06-01 |
3.30 |
| Avg. price 1W: |
|
8.96 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
9.13 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.34 |
| Avg. volume 6M: |
|
35.48 |
| Avg. price 1Y: |
|
5.57 |
| Avg. volume 1Y: |
|
17.19 |
| Volatility 1M: |
|
43.70% |
| Volatility 6M: |
|
107.92% |
| Volatility 1Y: |
|
100.46% |
| Volatility 3Y: |
|
- |
