BVT Call 23 CRIN 20.06.2024
/ DE000VU9VMP8
BVT Call 23 CRIN 20.06.2024/ DE000VU9VMP8 /
2024-06-11 8:42:53 AM |
Chg.-0.15 |
Bid1:03:43 PM |
Ask1:03:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
13.29EUR |
-1.12% |
12.53 Bid Size: 9,000 |
12.55 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: |
2.66 |
Leverage: |
Yes |
Calculated values
Fair value: |
13.28 |
Intrinsic value: |
13.26 |
Implied volatility: |
2.11 |
Historic volatility: |
0.25 |
Parity: |
13.26 |
Time value: |
0.39 |
Break-even: |
36.64 |
Moneyness: |
1.58 |
Premium: |
0.01 |
Premium p.a.: |
0.53 |
Spread abs.: |
0.30 |
Spread %: |
2.25% |
Delta: |
0.94 |
Theta: |
-0.08 |
Omega: |
2.49 |
Rho: |
0.01 |
Quote data
Open: |
13.29 |
High: |
13.29 |
Low: |
13.29 |
Previous Close: |
13.44 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-4.73% |
1 Month |
|
|
+0.91% |
3 Months |
|
|
+70.17% |
YTD |
|
|
+369.61% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
13.95 |
12.55 |
1M High / 1M Low: |
13.95 |
12.55 |
6M High / 6M Low: |
13.95 |
2.31 |
High (YTD): |
2024-06-04 |
13.95 |
Low (YTD): |
2024-01-03 |
3.20 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
13.26 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
13.39 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
8.68 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
53.76% |
Volatility 6M: |
|
94.34% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |