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BVT Call 140 ADS 21.06.2024/  DE000VU1DWQ0  /

Frankfurt Zert./VONT
2024-05-28  7:54:51 PM Chg.-0.110 Bid9:57:50 PM Ask9:57:50 PM Underlying Strike price Expiration date Option type
8.220EUR -1.32% -
Bid Size: -		 -
Ask Size: -		 ADIDAS AG NA O.N. 140.00 EUR 2024-06-21 Call
 

Master data

WKN: VU1DWQ
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: ADIDAS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 140.00 EUR
Maturity: 2024-06-21
Issue date: 2023-01-04
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.64
Leverage: Yes

Calculated values

Fair value: 8.30
Intrinsic value: 8.27
Implied volatility: 1.13
Historic volatility: 0.29
Parity: 8.27
Time value: 0.15
Break-even: 224.20
Moneyness: 1.59
Premium: 0.01
Premium p.a.: 0.11
Spread abs.: 0.09
Spread %: 1.08%
Delta: 0.96
Theta: -0.13
Omega: 2.54
Rho: 0.09
 

Quote data

Open: 8.270
High: 8.320
Low: 8.170
Previous Close: 8.330
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -7.43%
1 Month
  -9.97%
3 Months  
+55.68%
YTD  
+66.73%
1 Year  
+143.92%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.880 8.270
1M High / 1M Low: 9.260 8.270
6M High / 6M Low: 9.260 3.140
High (YTD): 2024-04-29 9.260
Low (YTD): 2024-01-18 3.140
52W High: 2024-04-29 9.260
52W Low: 2023-06-01 2.960
Avg. price 1W:   8.504
Avg. volume 1W:   0.000
Avg. price 1M:   8.633
Avg. volume 1M:   0.000
Avg. price 6M:   5.896
Avg. volume 6M:   0.000
Avg. price 1Y:   5.153
Avg. volume 1Y:   0.000
Volatility 1M:   42.87%
Volatility 6M:   99.52%
Volatility 1Y:   98.79%
Volatility 3Y:   -