BVT Call 25 CRIN 20.06.2024
/ DE000VU9VMY0
BVT Call 25 CRIN 20.06.2024/ DE000VU9VMY0 /
2024-06-04 4:52:44 PM |
Chg.-1.460 |
Bid5:31:41 PM |
Ask5:31:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
10.560EUR |
-12.15% |
10.470 Bid Size: 100 |
10.730 Ask Size: 100 |
UNICREDIT |
25.00 EUR |
2024-06-20 |
Call |
Master data
WKN: |
VU9VMY |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
UNICREDIT |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
25.00 EUR |
Maturity: |
2024-06-20 |
Issue date: |
2023-07-13 |
Last trading day: |
2024-06-20 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
2.97 |
Leverage: |
Yes |
Calculated values
Fair value: |
11.86 |
Intrinsic value: |
11.82 |
Implied volatility: |
1.53 |
Historic volatility: |
0.25 |
Parity: |
11.82 |
Time value: |
0.56 |
Break-even: |
37.38 |
Moneyness: |
1.47 |
Premium: |
0.02 |
Premium p.a.: |
0.41 |
Spread abs.: |
0.30 |
Spread %: |
2.48% |
Delta: |
0.92 |
Theta: |
-0.06 |
Omega: |
2.72 |
Rho: |
0.01 |
Quote data
Open: |
10.580 |
High: |
10.710 |
Low: |
10.560 |
Previous Close: |
12.020 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-8.65% |
1 Month |
|
|
+10.00% |
3 Months |
|
|
+58.80% |
YTD |
|
|
+517.54% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
12.020 |
11.210 |
1M High / 1M Low: |
12.020 |
10.180 |
6M High / 6M Low: |
12.020 |
1.340 |
High (YTD): |
2024-06-03 |
12.020 |
Low (YTD): |
2024-01-03 |
1.930 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
11.600 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
11.388 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
6.601 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
53.66% |
Volatility 6M: |
|
132.82% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |