BVT Call 135 PRG 21.06.2024
/ DE000VU3HLN7
BVT Call 135 PRG 21.06.2024/ DE000VU3HLN7 /
| 2024-05-21 8:04:22 PM |
Chg.+0.040 |
Bid9:59:51 PM |
Ask9:59:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.080EUR |
+1.32% |
-
Bid Size: - |
-
Ask Size: - |
PROCTER GAMBLE |
135.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
VU3HLN |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
PROCTER GAMBLE |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
135.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-02-13 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.95 |
| Intrinsic value: |
1.91 |
| Implied volatility: |
1.16 |
| Historic volatility: |
0.12 |
| Parity: |
1.91 |
| Time value: |
1.15 |
| Break-even: |
165.60 |
| Moneyness: |
1.14 |
| Premium: |
0.07 |
| Premium p.a.: |
1.34 |
| Spread abs.: |
0.01 |
| Spread %: |
0.33% |
| Delta: |
0.72 |
| Theta: |
-0.29 |
| Omega: |
3.60 |
| Rho: |
0.07 |
Quote data
| Open: |
3.070 |
| High: |
3.080 |
| Low: |
3.050 |
| Previous Close: |
3.040 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.07% |
| 1 Month |
|
|
+38.74% |
| 3 Months |
|
|
+24.19% |
| YTD |
|
|
+123.19% |
| 1 Year |
|
|
+24.19% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.130 |
2.850 |
| 1M High / 1M Low: |
3.130 |
2.580 |
| 6M High / 6M Low: |
3.130 |
1.260 |
| High (YTD): |
2024-05-16 |
3.130 |
| Low (YTD): |
2024-01-05 |
1.500 |
| 52W High: |
2024-05-16 |
3.130 |
| 52W Low: |
2023-12-15 |
1.260 |
| Avg. price 1W: |
|
3.006 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.843 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.189 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
2.154 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
49.60% |
| Volatility 6M: |
|
99.51% |
| Volatility 1Y: |
|
86.81% |
| Volatility 3Y: |
|
- |
