BVT Call 135 PRG 21.06.2024
/ DE000VU3HLN7
BVT Call 135 PRG 21.06.2024/ DE000VU3HLN7 /
| 2024-06-03 8:54:22 AM |
Chg.+0.19 |
Bid3:44:30 PM |
Ask3:44:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.79EUR |
+7.31% |
2.81
Bid Size: 51,000 |
2.82
Ask Size: 51,000 |
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: |
5.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.69 |
| Intrinsic value: |
1.66 |
| Implied volatility: |
1.45 |
| Historic volatility: |
0.12 |
| Parity: |
1.66 |
| Time value: |
1.13 |
| Break-even: |
162.90 |
| Moneyness: |
1.12 |
| Premium: |
0.07 |
| Premium p.a.: |
3.29 |
| Spread abs.: |
0.01 |
| Spread %: |
0.36% |
| Delta: |
0.70 |
| Theta: |
-0.48 |
| Omega: |
3.81 |
| Rho: |
0.04 |
Quote data
| Open: |
2.79 |
| High: |
2.79 |
| Low: |
2.79 |
| Previous Close: |
2.60 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.11% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+15.77% |
| YTD |
|
|
+99.29% |
| 1 Year |
|
|
+39.50% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.86 |
2.44 |
| 1M High / 1M Low: |
3.12 |
2.44 |
| 6M High / 6M Low: |
3.12 |
1.26 |
| High (YTD): |
2024-05-22 |
3.12 |
| Low (YTD): |
2024-01-05 |
1.49 |
| 52W High: |
2024-05-22 |
3.12 |
| 52W Low: |
2023-12-15 |
1.26 |
| Avg. price 1W: |
|
2.67 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.90 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.25 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.18 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
61.67% |
| Volatility 6M: |
|
94.98% |
| Volatility 1Y: |
|
83.01% |
| Volatility 3Y: |
|
- |
