BVT Call 27 CRIN 20.06.2024
/ DE000VU9VMM5
BVT Call 27 CRIN 20.06.2024/ DE000VU9VMM5 /
| 2024-06-03 8:41:29 AM |
Chg.+0.25 |
Bid1:25:26 PM |
Ask1:25:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.87EUR |
+2.60% |
10.04
Bid Size: 9,000 |
10.06
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: |
9.87 |
| High: |
9.87 |
| Low: |
9.87 |
| Previous Close: |
9.62 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.57% |
| 1 Month |
|
|
+17.50% |
| 3 Months |
|
|
+118.85% |
| YTD |
|
|
+984.62% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.73 |
9.10 |
| 1M High / 1M Low: |
9.73 |
7.71 |
| 6M High / 6M Low: |
9.73 |
0.71 |
| High (YTD): |
2024-05-28 |
9.73 |
| Low (YTD): |
2024-01-03 |
1.07 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.51 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
9.29 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.92 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
91.50% |
| Volatility 6M: |
|
151.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
