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BVT Call 24 AXA 21.06.2024/  DE000VU43Y18  /

EUWAX
2024-05-16  8:18:53 AM Chg.0.000 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.950EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 AXA S.A. INH. EO... 24.00 EUR 2024-06-21 Call
 

Master data

WKN: VU43Y1
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: AXA S.A. INH. EO 2,29
Type: Warrant
Option type: Call
Strike price: 24.00 EUR
Maturity: 2024-06-21
Issue date: 2023-03-21
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.37
Leverage: Yes

Calculated values

Fair value: 0.95
Intrinsic value: 0.94
Implied volatility: 0.89
Historic volatility: 0.16
Parity: 0.94
Time value: 0.05
Break-even: 33.90
Moneyness: 1.39
Premium: 0.02
Premium p.a.: 0.17
Spread abs.: 0.04
Spread %: 4.21%
Delta: 0.91
Theta: -0.02
Omega: 3.07
Rho: 0.02
 

Quote data

Open: 0.950
High: 0.950
Low: 0.950
Previous Close: 0.950
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.06%
1 Month     0.00%
3 Months  
+31.94%
YTD  
+55.74%
1 Year  
+66.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.000 0.940
1M High / 1M Low: 1.100 0.780
6M High / 6M Low: 1.110 0.490
High (YTD): 2024-04-04 1.110
Low (YTD): 2024-01-11 0.570
52W High: 2024-04-04 1.110
52W Low: 2023-07-10 0.340
Avg. price 1W:   0.964
Avg. volume 1W:   0.000
Avg. price 1M:   0.952
Avg. volume 1M:   0.000
Avg. price 6M:   0.790
Avg. volume 6M:   0.000
Avg. price 1Y:   0.640
Avg. volume 1Y:   0.000
Volatility 1M:   85.10%
Volatility 6M:   60.32%
Volatility 1Y:   73.92%
Volatility 3Y:   -