BVT Call 27 CRIN 20.06.2024/  DE000VU9VMM5  /

Frankfurt Zert./VONT
2024-06-03  10:14:21 AM Chg.+0.330 Bid10:49:10 AM Ask10:49:10 AM Underlying Strike price Expiration date Option type
9.930EUR +3.44% 10.040
Bid Size: 9,000
10.060
Ask Size: 9,000
UNICREDIT 27.00 EUR 2024-06-20 Call
 

Master data

WKN: VU9VMM
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: UNICREDIT
Type: Warrant
Option type: Call
Strike price: 27.00 EUR
Maturity: 2024-06-20
Issue date: 2023-07-13
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 3.60
Leverage: Yes

Calculated values

Fair value: 9.43
Intrinsic value: 9.39
Implied volatility: 1.32
Historic volatility: 0.25
Parity: 9.39
Time value: 0.72
Break-even: 37.10
Moneyness: 1.35
Premium: 0.02
Premium p.a.: 0.52
Spread abs.: 0.30
Spread %: 3.06%
Delta: 0.88
Theta: -0.06
Omega: 3.18
Rho: 0.01
 

Quote data

Open: 9.930
High: 9.930
Low: 9.930
Previous Close: 9.600
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+3.01%
1 Month  
+29.63%
3 Months  
+123.65%
YTD  
+945.26%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 9.660 9.230
1M High / 1M Low: 9.760 7.660
6M High / 6M Low: 9.760 0.720
High (YTD): 2024-05-21 9.760
Low (YTD): 2024-01-03 1.070
52W High: - -
52W Low: - -
Avg. price 1W:   9.546
Avg. volume 1W:   0.000
Avg. price 1M:   9.311
Avg. volume 1M:   0.000
Avg. price 6M:   4.968
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   69.28%
Volatility 6M:   170.08%
Volatility 1Y:   -
Volatility 3Y:   -