BVT Call 15 GZF 21.06.2024
/ DE000VU1VKM6
BVT Call 15 GZF 21.06.2024/ DE000VU1VKM6 /
| 2024-05-17 8:52:14 AM |
Chg.-0.03 |
Bid9:59:55 PM |
Ask9:59:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.09EUR |
-2.68% |
-
Bid Size: - |
-
Ask Size: - |
ENGIE S.A. INH. ... |
15.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
VU1VKM |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ENGIE S.A. INH. EO 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-01-09 |
| Last trading day: |
2024-06-21 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
17.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.87 |
| Intrinsic value: |
0.77 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.16 |
| Parity: |
0.77 |
| Time value: |
0.14 |
| Break-even: |
15.91 |
| Moneyness: |
1.05 |
| Premium: |
0.01 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.11 |
| Spread %: |
13.75% |
| Delta: |
0.83 |
| Theta: |
0.00 |
| Omega: |
14.36 |
| Rho: |
0.01 |
Quote data
| Open: |
1.09 |
| High: |
1.09 |
| Low: |
1.09 |
| Previous Close: |
1.12 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.48% |
| 1 Month |
|
|
+28.24% |
| 3 Months |
|
|
+211.43% |
| YTD |
|
|
-26.85% |
| 1 Year |
|
|
-19.26% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.12 |
0.96 |
| 1M High / 1M Low: |
1.34 |
0.61 |
| 6M High / 6M Low: |
1.95 |
0.26 |
| High (YTD): |
2024-01-10 |
1.95 |
| Low (YTD): |
2024-02-12 |
0.26 |
| 52W High: |
2024-01-10 |
1.95 |
| 52W Low: |
2024-02-12 |
0.26 |
| Avg. price 1W: |
|
1.06 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.97 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.99 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.06 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
275.70% |
| Volatility 6M: |
|
233.44% |
| Volatility 1Y: |
|
191.89% |
| Volatility 3Y: |
|
- |
