BVT Call 160 ADS 21.06.2024/  DE000VU1LG56  /

EUWAX
2024-05-30  8:37:51 AM Chg.+0.54 Bid4:32:59 PM Ask4:32:59 PM Underlying Strike price Expiration date Option type
6.71EUR +8.75% 7.23
Bid Size: 23,000
7.25
Ask Size: 23,000
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: 3.29
Leverage: Yes

Calculated values

Fair value: 6.75
Intrinsic value: 6.71
Implied volatility: 0.99
Historic volatility: 0.29
Parity: 6.71
Time value: 0.19
Break-even: 229.00
Moneyness: 1.42
Premium: 0.01
Premium p.a.: 0.15
Spread abs.: 0.10
Spread %: 1.47%
Delta: 0.94
Theta: -0.16
Omega: 3.10
Rho: 0.09
 

Quote data

Open: 6.71
High: 6.71
Low: 6.71
Previous Close: 6.17
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.60%
1 Month
  -7.70%
3 Months  
+93.37%
YTD  
+103.95%
1 Year  
+210.65%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.67 6.16
1M High / 1M Low: 7.27 6.16
6M High / 6M Low: 7.27 1.37
High (YTD): 2024-05-16 7.27
Low (YTD): 2024-02-01 1.37
52W High: 2024-05-16 7.27
52W Low: 2024-02-01 1.37
Avg. price 1W:   6.36
Avg. volume 1W:   0.00
Avg. price 1M:   6.63
Avg. volume 1M:   0.00
Avg. price 6M:   4.14
Avg. volume 6M:   0.00
Avg. price 1Y:   3.59
Avg. volume 1Y:   0.00
Volatility 1M:   59.10%
Volatility 6M:   183.42%
Volatility 1Y:   156.51%
Volatility 3Y:   -