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BVT Call 140 CMC 21.06.2024/  DE000VV83A40  /

Frankfurt Zert./VONT
2024-05-27  10:20:23 AM Chg.+0.080 Bid11:07:16 AM Ask11:07:16 AM Underlying Strike price Expiration date Option type
5.670EUR +1.43% 5.700
Bid Size: 6,000		 5.760
Ask Size: 6,000		 JPMORGAN CHASE ... 140.00 - 2024-06-21 Call
 

Master data

WKN: VV83A4
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: JPMORGAN CHASE DL 1
Type: Warrant
Option type: Call
Strike price: 140.00 -
Maturity: 2024-06-21
Issue date: 2022-11-02
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.27
Leverage: Yes

Calculated values

Fair value: 4.54
Intrinsic value: 4.50
Implied volatility: 1.69
Historic volatility: 0.15
Parity: 4.50
Time value: 1.16
Break-even: 196.60
Moneyness: 1.32
Premium: 0.06
Premium p.a.: 1.42
Spread abs.: 0.01
Spread %: 0.18%
Delta: 0.80
Theta: -0.46
Omega: 2.63
Rho: 0.06
 

Quote data

Open: 5.670
High: 5.670
Low: 5.670
Previous Close: 5.590
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+3.66%
1 Month  
+9.04%
3 Months  
+34.68%
YTD  
+81.15%
1 Year  
+288.36%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.590 5.320
1M High / 1M Low: 6.010 4.840
6M High / 6M Low: 6.010 1.860
High (YTD): 2024-05-17 6.010
Low (YTD): 2024-01-18 2.860
52W High: 2024-05-17 6.010
52W Low: 2023-10-27 1.060
Avg. price 1W:   5.476
Avg. volume 1W:   0.000
Avg. price 1M:   5.361
Avg. volume 1M:   0.000
Avg. price 6M:   4.075
Avg. volume 6M:   0.000
Avg. price 1Y:   2.893
Avg. volume 1Y:   0.000
Volatility 1M:   55.81%
Volatility 6M:   64.66%
Volatility 1Y:   80.91%
Volatility 3Y:   -