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BVT Call 145 CMC 21.06.2024/  DE000VV83BC7  /

Frankfurt Zert./VONT
2024-06-06  5:01:14 PM Chg.-0.050 Bid7:47:10 PM Ask7:47:10 PM Underlying Strike price Expiration date Option type
4.840EUR -1.02% 4.750
Bid Size: 24,000		 4.760
Ask Size: 24,000		 JPMORGAN CHASE ... 145.00 - 2024-06-21 Call
 

Master data

WKN: VV83BC
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: JPMORGAN CHASE DL 1
Type: Warrant
Option type: Call
Strike price: 145.00 -
Maturity: 2024-06-21
Issue date: 2022-11-02
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.73
Leverage: Yes

Calculated values

Fair value: 3.66
Intrinsic value: 3.64
Implied volatility: 2.02
Historic volatility: 0.15
Parity: 3.64
Time value: 1.22
Break-even: 193.60
Moneyness: 1.25
Premium: 0.07
Premium p.a.: 3.87
Spread abs.: 0.01
Spread %: 0.21%
Delta: 0.78
Theta: -0.75
Omega: 2.89
Rho: 0.04
 

Quote data

Open: 4.900
High: 4.900
Low: 4.840
Previous Close: 4.890
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -5.28%
1 Month  
+10.00%
3 Months  
+11.52%
YTD  
+79.93%
1 Year  
+313.68%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.170 4.890
1M High / 1M Low: 5.540 4.400
6M High / 6M Low: 5.540 1.760
High (YTD): 2024-05-17 5.540
Low (YTD): 2024-01-18 2.460
52W High: 2024-05-17 5.540
52W Low: 2023-10-27 0.820
Avg. price 1W:   5.066
Avg. volume 1W:   0.000
Avg. price 1M:   5.030
Avg. volume 1M:   0.000
Avg. price 6M:   3.847
Avg. volume 6M:   0.000
Avg. price 1Y:   2.642
Avg. volume 1Y:   0.000
Volatility 1M:   61.21%
Volatility 6M:   71.19%
Volatility 1Y:   86.90%
Volatility 3Y:   -