BVT Call 23 CRIN 20.06.2024
/ DE000VU9VMP8
BVT Call 23 CRIN 20.06.2024/ DE000VU9VMP8 /
| 2024-06-03 10:21:27 AM |
Chg.+0.370 |
Bid11:39:25 AM |
Ask11:39:25 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 13.960EUR |
+2.72% |
14.160
Bid Size: 9,000 |
14.180
Ask Size: 9,000 |
UNICREDIT |
23.00 EUR |
2024-06-20 |
Call |
Master data
| WKN: |
VU9VMP |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
UNICREDIT |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
23.00 EUR |
| Maturity: |
2024-06-20 |
| Issue date: |
2023-07-13 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
13.43 |
| Intrinsic value: |
13.39 |
| Implied volatility: |
1.80 |
| Historic volatility: |
0.25 |
| Parity: |
13.39 |
| Time value: |
0.69 |
| Break-even: |
37.07 |
| Moneyness: |
1.58 |
| Premium: |
0.02 |
| Premium p.a.: |
0.49 |
| Spread abs.: |
0.30 |
| Spread %: |
2.18% |
| Delta: |
0.92 |
| Theta: |
-0.07 |
| Omega: |
2.37 |
| Rho: |
0.01 |
Quote data
| Open: |
13.960 |
| High: |
13.960 |
| Low: |
13.960 |
| Previous Close: |
13.590 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.72% |
| 1 Month |
|
|
+20.87% |
| 3 Months |
|
|
+70.04% |
| YTD |
|
|
+384.72% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
13.600 |
13.200 |
| 1M High / 1M Low: |
13.710 |
11.550 |
| 6M High / 6M Low: |
13.710 |
2.330 |
| High (YTD): |
2024-05-21 |
13.710 |
| Low (YTD): |
2024-01-03 |
3.210 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
13.504 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
13.247 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
8.305 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
47.18% |
| Volatility 6M: |
|
105.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
