BVT Call 23 CRIN 20.06.2024
/ DE000VU9VMP8
BVT Call 23 CRIN 20.06.2024/ DE000VU9VMP8 /
2024-06-04 4:52:53 PM |
Chg.-1.470 |
Bid6:49:31 PM |
Ask6:49:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
12.540EUR |
-10.49% |
12.380 Bid Size: 2,000 |
12.600 Ask Size: 2,000 |
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: |
2.56 |
Leverage: |
Yes |
Calculated values
Fair value: |
13.86 |
Intrinsic value: |
13.82 |
Implied volatility: |
1.78 |
Historic volatility: |
0.25 |
Parity: |
13.82 |
Time value: |
0.56 |
Break-even: |
37.38 |
Moneyness: |
1.60 |
Premium: |
0.02 |
Premium p.a.: |
0.41 |
Spread abs.: |
0.30 |
Spread %: |
2.13% |
Delta: |
0.93 |
Theta: |
-0.06 |
Omega: |
2.37 |
Rho: |
0.01 |
Quote data
Open: |
12.570 |
High: |
12.700 |
Low: |
12.540 |
Previous Close: |
14.010 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-7.39% |
1 Month |
|
|
+8.57% |
3 Months |
|
|
+45.81% |
YTD |
|
|
+335.42% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
14.010 |
13.200 |
1M High / 1M Low: |
14.010 |
12.120 |
6M High / 6M Low: |
14.010 |
2.330 |
High (YTD): |
2024-06-03 |
14.010 |
Low (YTD): |
2024-01-03 |
3.210 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
13.588 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
13.364 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
8.350 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
45.50% |
Volatility 6M: |
|
104.73% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |