BVT Call 18.5 UTDI 21.06.2024
/ DE000VM0UK24
BVT Call 18.5 UTDI 21.06.2024/ DE000VM0UK24 /
2024-05-13 7:45:07 PM |
Chg.+0.140 |
Bid9:47:56 AM |
Ask9:47:56 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.580EUR |
+31.82% |
0.590 Bid Size: 43,000 |
0.600 Ask Size: 43,000 |
UTD.INTERNET AG NA |
18.50 EUR |
2024-06-21 |
Call |
Master data
WKN: |
VM0UK2 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
UTD.INTERNET AG NA |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
18.50 EUR |
Maturity: |
2024-06-21 |
Issue date: |
2023-08-04 |
Last trading day: |
2024-06-21 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.76 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.45 |
Intrinsic value: |
0.44 |
Implied volatility: |
0.66 |
Historic volatility: |
0.35 |
Parity: |
0.44 |
Time value: |
0.04 |
Break-even: |
23.30 |
Moneyness: |
1.24 |
Premium: |
0.02 |
Premium p.a.: |
0.20 |
Spread abs.: |
0.04 |
Spread %: |
9.09% |
Delta: |
0.87 |
Theta: |
-0.02 |
Omega: |
4.13 |
Rho: |
0.02 |
Quote data
Open: |
0.440 |
High: |
0.590 |
Low: |
0.440 |
Previous Close: |
0.440 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+18.37% |
1 Month |
|
|
+100.00% |
3 Months |
|
|
+7.41% |
YTD |
|
|
+11.54% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.580 |
0.440 |
1M High / 1M Low: |
0.580 |
0.205 |
6M High / 6M Low: |
0.700 |
0.205 |
High (YTD): |
2024-01-30 |
0.700 |
Low (YTD): |
2024-04-16 |
0.205 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.482 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.381 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.420 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
237.54% |
Volatility 6M: |
|
171.86% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |