BVT Call 22 CRIN 20.06.2024
/ DE000VU9VMV6
BVT Call 22 CRIN 20.06.2024/ DE000VU9VMV6 /
| 2024-05-29 10:24:21 AM |
Chg.+0.030 |
Bid11:32:47 AM |
Ask11:32:47 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 14.560EUR |
+0.21% |
14.330
Bid Size: 9,000 |
14.350
Ask Size: 9,000 |
UNICREDIT |
22.00 EUR |
2024-06-20 |
Call |
Master data
| WKN: |
VU9VMV |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
UNICREDIT |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
22.00 EUR |
| Maturity: |
2024-06-20 |
| Issue date: |
2023-07-13 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
14.54 |
| Intrinsic value: |
14.49 |
| Implied volatility: |
1.52 |
| Historic volatility: |
0.25 |
| Parity: |
14.49 |
| Time value: |
0.47 |
| Break-even: |
36.95 |
| Moneyness: |
1.66 |
| Premium: |
0.01 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.30 |
| Spread %: |
2.05% |
| Delta: |
0.94 |
| Theta: |
-0.04 |
| Omega: |
2.29 |
| Rho: |
0.01 |
Quote data
| Open: |
14.560 |
| High: |
14.560 |
| Low: |
14.560 |
| Previous Close: |
14.530 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.90% |
| 1 Month |
|
|
+7.93% |
| 3 Months |
|
|
+56.39% |
| YTD |
|
|
+304.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
14.590 |
14.150 |
| 1M High / 1M Low: |
14.700 |
12.520 |
| 6M High / 6M Low: |
14.700 |
2.980 |
| High (YTD): |
2024-05-21 |
14.700 |
| Low (YTD): |
2024-01-03 |
3.950 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
14.384 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
14.050 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
8.973 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
48.16% |
| Volatility 6M: |
|
93.88% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
