BVT Call 24 CRIN 20.06.2024
/ DE000VU9VML7
BVT Call 24 CRIN 20.06.2024/ DE000VU9VML7 /
| 2024-05-29 8:42:28 AM |
Chg.-0.15 |
Bid12:46:27 PM |
Ask12:46:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 12.55EUR |
-1.18% |
12.25
Bid Size: 9,000 |
12.27
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: |
2.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
12.54 |
| Intrinsic value: |
12.49 |
| Implied volatility: |
1.32 |
| Historic volatility: |
0.25 |
| Parity: |
12.49 |
| Time value: |
0.49 |
| Break-even: |
36.97 |
| Moneyness: |
1.52 |
| Premium: |
0.01 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.30 |
| Spread %: |
2.37% |
| Delta: |
0.93 |
| Theta: |
-0.04 |
| Omega: |
2.61 |
| Rho: |
0.01 |
Quote data
| Open: |
12.55 |
| High: |
12.55 |
| Low: |
12.55 |
| Previous Close: |
12.70 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.10% |
| 1 Month |
|
|
+5.64% |
| 3 Months |
|
|
+75.52% |
| YTD |
|
|
+470.45% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
12.70 |
12.15 |
| 1M High / 1M Low: |
12.70 |
10.61 |
| 6M High / 6M Low: |
12.70 |
1.73 |
| High (YTD): |
2024-05-28 |
12.70 |
| Low (YTD): |
2024-01-03 |
2.53 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
12.45 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
12.08 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
7.09 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
59.21% |
| Volatility 6M: |
|
113.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
