BVT Call 140 ADS 21.06.2024
/ DE000VU1DWQ0
BVT Call 140 ADS 21.06.2024/ DE000VU1DWQ0 /
2024-05-30 10:23:12 AM |
Chg.+0.080 |
Bid12:07:07 PM |
Ask12:07:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
8.910EUR |
+0.91% |
8.960 Bid Size: 23,000 |
8.980 Ask Size: 23,000 |
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: |
2.55 |
Leverage: |
Yes |
Calculated values
Fair value: |
8.74 |
Intrinsic value: |
8.71 |
Implied volatility: |
1.28 |
Historic volatility: |
0.29 |
Parity: |
8.71 |
Time value: |
0.18 |
Break-even: |
228.90 |
Moneyness: |
1.62 |
Premium: |
0.01 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.10 |
Spread %: |
1.14% |
Delta: |
0.96 |
Theta: |
-0.17 |
Omega: |
2.44 |
Rho: |
0.08 |
Quote data
Open: |
8.910 |
High: |
8.910 |
Low: |
8.910 |
Previous Close: |
8.830 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+7.74% |
1 Month |
|
|
+2.30% |
3 Months |
|
|
+76.44% |
YTD |
|
|
+80.73% |
1 Year |
|
|
+169.18% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
8.830 |
8.220 |
1M High / 1M Low: |
9.200 |
8.220 |
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: |
|
8.428 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
8.592 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
5.943 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
5.187 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
45.57% |
Volatility 6M: |
|
98.84% |
Volatility 1Y: |
|
98.84% |
Volatility 3Y: |
|
- |