BVT Call 24 CRIN 20.06.2024
/ DE000VU9VML7
BVT Call 24 CRIN 20.06.2024/ DE000VU9VML7 /
| 2024-06-04 1:50:22 PM |
Chg.-1.320 |
Bid4:51:20 PM |
Ask4:51:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 11.700EUR |
-10.14% |
11.540
Bid Size: 9,000 |
11.560
Ask Size: 9,000 |
UNICREDIT |
24.00 EUR |
2024-06-20 |
Call |
Master data
| WKN: |
VU9VML |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
UNICREDIT |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
24.00 EUR |
| Maturity: |
2024-06-20 |
| Issue date: |
2023-07-13 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
12.86 |
| Intrinsic value: |
12.82 |
| Implied volatility: |
1.66 |
| Historic volatility: |
0.25 |
| Parity: |
12.82 |
| Time value: |
0.57 |
| Break-even: |
37.39 |
| Moneyness: |
1.53 |
| Premium: |
0.02 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.30 |
| Spread %: |
2.29% |
| Delta: |
0.92 |
| Theta: |
-0.06 |
| Omega: |
2.53 |
| Rho: |
0.01 |
Quote data
| Open: |
11.560 |
| High: |
11.700 |
| Low: |
11.560 |
| Previous Close: |
13.020 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.77% |
| 1 Month |
|
|
+10.59% |
| 3 Months |
|
|
+55.38% |
| YTD |
|
|
+420.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
13.020 |
12.200 |
| 1M High / 1M Low: |
13.020 |
11.150 |
| 6M High / 6M Low: |
13.020 |
1.780 |
| High (YTD): |
2024-06-03 |
13.020 |
| Low (YTD): |
2024-01-03 |
2.530 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
12.594 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
12.375 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
7.403 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
49.44% |
| Volatility 6M: |
|
116.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
