BVT Call 160 ADS 21.06.2024
/ DE000VU1LG56
BVT Call 160 ADS 21.06.2024/ DE000VU1LG56 /
| 2024-05-14 8:39:21 AM |
Chg.-0.03 |
Bid9:45:39 PM |
Ask9:45:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.44EUR |
-0.46% |
6.75
Bid Size: 3,000 |
6.85
Ask Size: 3,000 |
ADIDAS AG NA O.N. |
160.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
VU1LG5 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ADIDAS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-01-05 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.50 |
| Intrinsic value: |
6.44 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.29 |
| Parity: |
6.44 |
| Time value: |
0.15 |
| Break-even: |
225.90 |
| Moneyness: |
1.40 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.09 |
| Spread %: |
1.38% |
| Delta: |
0.96 |
| Theta: |
-0.07 |
| Omega: |
3.26 |
| Rho: |
0.16 |
Quote data
| Open: |
6.44 |
| High: |
6.44 |
| Low: |
6.44 |
| Previous Close: |
6.47 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.72% |
| 1 Month |
|
|
+50.47% |
| 3 Months |
|
|
+230.26% |
| YTD |
|
|
+95.74% |
| 1 Year |
|
|
+107.07% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.62 |
6.25 |
| 1M High / 1M Low: |
7.27 |
4.23 |
| 6M High / 6M Low: |
7.27 |
1.37 |
| High (YTD): |
2024-04-30 |
7.27 |
| Low (YTD): |
2024-02-01 |
1.37 |
| 52W High: |
2024-04-30 |
7.27 |
| 52W Low: |
2024-02-01 |
1.37 |
| Avg. price 1W: |
|
6.42 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.35 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.83 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.40 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
108.49% |
| Volatility 6M: |
|
184.32% |
| Volatility 1Y: |
|
158.05% |
| Volatility 3Y: |
|
- |
