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BVT Call 145 ADS 21.06.2024/  DE000VU1CJD7  /

Frankfurt Zert./VONT
2024-05-28  8:03:47 PM Chg.-0.100 Bid9:57:50 PM Ask9:57:50 PM Underlying Strike price Expiration date Option type
7.730EUR -1.28% -
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: 2.81
Leverage: Yes

Calculated values

Fair value: 7.81
Intrinsic value: 7.77
Implied volatility: 1.06
Historic volatility: 0.29
Parity: 7.77
Time value: 0.15
Break-even: 224.20
Moneyness: 1.54
Premium: 0.01
Premium p.a.: 0.11
Spread abs.: 0.09
Spread %: 1.15%
Delta: 0.96
Theta: -0.13
Omega: 2.69
Rho: 0.09
 

Quote data

Open: 7.760
High: 7.790
Low: 7.630
Previous Close: 7.830
Turnover: 0.000
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week
  -3.86%
1 Month
  -11.86%
3 Months  
+68.41%
YTD  
+68.78%
1 Year  
+162.93%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.040 7.680
1M High / 1M Low: 8.770 7.680
6M High / 6M Low: 8.770 2.750
High (YTD): 2024-04-29 8.770
Low (YTD): 2024-01-18 2.750
52W High: 2024-04-29 8.770
52W Low: 2023-06-01 2.670
Avg. price 1W:   7.856
Avg. volume 1W:   0.000
Avg. price 1M:   8.113
Avg. volume 1M:   0.000
Avg. price 6M:   5.464
Avg. volume 6M:   0.000
Avg. price 1Y:   4.752
Avg. volume 1Y:   0.000
Volatility 1M:   47.43%
Volatility 6M:   107.34%
Volatility 1Y:   105.87%
Volatility 3Y:   -