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BVT Call 26 AXA 21.06.2024/  DE000VU1VLG6  /

EUWAX
2024-05-16  8:49:46 AM Chg.0.000 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.750EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 AXA S.A. INH. EO... 26.00 EUR 2024-06-21 Call
 

Master data

WKN: VU1VLG
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: AXA S.A. INH. EO 2,29
Type: Warrant
Option type: Call
Strike price: 26.00 EUR
Maturity: 2024-06-21
Issue date: 2023-01-09
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.22
Leverage: Yes

Calculated values

Fair value: 0.75
Intrinsic value: 0.74
Implied volatility: 0.72
Historic volatility: 0.16
Parity: 0.74
Time value: 0.05
Break-even: 33.90
Moneyness: 1.28
Premium: 0.02
Premium p.a.: 0.17
Spread abs.: 0.04
Spread %: 5.33%
Delta: 0.89
Theta: -0.02
Omega: 3.77
Rho: 0.02
 

Quote data

Open: 0.750
High: 0.750
Low: 0.750
Previous Close: 0.750
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.35%
1 Month
  -1.32%
3 Months  
+44.23%
YTD  
+78.57%
1 Year  
+82.93%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.790 0.740
1M High / 1M Low: 0.900 0.580
6M High / 6M Low: 0.920 0.320
High (YTD): 2024-04-04 0.920
Low (YTD): 2024-01-11 0.390
52W High: 2024-04-04 0.920
52W Low: 2023-07-10 0.204
Avg. price 1W:   0.764
Avg. volume 1W:   0.000
Avg. price 1M:   0.753
Avg. volume 1M:   0.000
Avg. price 6M:   0.596
Avg. volume 6M:   0.000
Avg. price 1Y:   0.467
Avg. volume 1Y:   0.000
Volatility 1M:   107.16%
Volatility 6M:   76.81%
Volatility 1Y:   99.09%
Volatility 3Y:   -