BVT Call 23 CRIN 20.06.2024/  DE000VU9VMP8  /

EUWAX
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:   -