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BVT Call 145 ADS 21.06.2024/  DE000VU1CJD7  /

Frankfurt Zert./VONT
2024-06-07  8:03:02 PM Chg.+0.030 Bid9:58:29 PM Ask9:58:29 PM Underlying Strike price Expiration date Option type
8.680EUR +0.35% -
Bid Size: -		 -
Ask Size: -		 ADIDAS AG NA O.N. 145.00 EUR 2024-06-21 Call
 

Master data

WKN: VU1CJD
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: ADIDAS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 145.00 EUR
Maturity: 2024-06-21
Issue date: 2023-01-04
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.65
Leverage: Yes

Calculated values

Fair value: 8.62
Intrinsic value: 8.60
Implied volatility: 1.51
Historic volatility: 0.28
Parity: 8.60
Time value: 0.13
Break-even: 232.30
Moneyness: 1.59
Premium: 0.01
Premium p.a.: 0.17
Spread abs.: 0.10
Spread %: 1.16%
Delta: 0.96
Theta: -0.22
Omega: 2.55
Rho: 0.05
 

Quote data

Open: 8.530
High: 8.680
Low: 8.490
Previous Close: 8.650
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -0.34%
1 Month  
+10.29%
3 Months  
+86.67%
YTD  
+89.52%
1 Year  
+162.24%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.780 8.650
1M High / 1M Low: 8.780 7.680
6M High / 6M Low: 8.780 2.750
High (YTD): 2024-06-04 8.780
Low (YTD): 2024-01-18 2.750
52W High: 2024-06-04 8.780
52W Low: 2023-09-28 2.710
Avg. price 1W:   8.722
Avg. volume 1W:   0.000
Avg. price 1M:   8.316
Avg. volume 1M:   0.000
Avg. price 6M:   5.668
Avg. volume 6M:   0.000
Avg. price 1Y:   4.934
Avg. volume 1Y:   0.000
Volatility 1M:   50.13%
Volatility 6M:   107.02%
Volatility 1Y:   103.58%
Volatility 3Y:   -