BVT Call 140 ADS 21.06.2024
/ DE000VU1DWQ0
BVT Call 140 ADS 21.06.2024/ DE000VU1DWQ0 /
| 2024-06-07 8:27:27 AM |
Chg.-0.19 |
Bid10:00:06 PM |
Ask10:00:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.12EUR |
-2.04% |
-
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: |
2.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.12 |
| Intrinsic value: |
9.10 |
| Implied volatility: |
1.61 |
| Historic volatility: |
0.28 |
| Parity: |
9.10 |
| Time value: |
0.13 |
| Break-even: |
232.30 |
| Moneyness: |
1.65 |
| Premium: |
0.01 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.10 |
| Spread %: |
1.10% |
| Delta: |
0.96 |
| Theta: |
-0.23 |
| Omega: |
2.41 |
| Rho: |
0.05 |
Quote data
| Open: |
9.12 |
| High: |
9.12 |
| Low: |
9.12 |
| Previous Close: |
9.31 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.55% |
| 1 Month |
|
|
+9.88% |
| 3 Months |
|
|
+79.88% |
| YTD |
|
|
+84.99% |
| 1 Year |
|
|
+156.18% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.40 |
9.12 |
| 1M High / 1M Low: |
9.40 |
8.13 |
| 6M High / 6M Low: |
9.40 |
2.79 |
| High (YTD): |
2024-06-05 |
9.40 |
| Low (YTD): |
2024-02-01 |
2.79 |
| 52W High: |
2024-06-05 |
9.40 |
| 52W Low: |
2024-02-01 |
2.79 |
| Avg. price 1W: |
|
9.28 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
8.75 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.08 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
5.32 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
51.13% |
| Volatility 6M: |
|
127.73% |
| Volatility 1Y: |
|
112.22% |
| Volatility 3Y: |
|
- |
