BVT Call 25 CRIN 20.06.2024
/ DE000VU9VMY0
BVT Call 25 CRIN 20.06.2024/ DE000VU9VMY0 /
| 2024-06-04 8:42:46 AM |
Chg.+0.11 |
Bid4:36:15 PM |
Ask4:36:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 11.96EUR |
+0.93% |
10.70
Bid Size: 9,000 |
10.72
Ask Size: 9,000 |
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: |
11.96 |
| High: |
11.96 |
| Low: |
11.96 |
| Previous Close: |
11.85 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.13% |
| 1 Month |
|
|
+15.56% |
| 3 Months |
|
|
+93.53% |
| YTD |
|
|
+620.48% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
11.85 |
11.07 |
| 1M High / 1M Low: |
11.85 |
9.64 |
| 6M High / 6M Low: |
11.85 |
1.31 |
| High (YTD): |
2024-06-03 |
11.85 |
| Low (YTD): |
2024-01-03 |
1.93 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
11.56 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
11.32 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.56 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
69.49% |
| Volatility 6M: |
|
136.13% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
