BVT Call 27 CRIN 20.06.2024
/ DE000VU9VMM5
BVT Call 27 CRIN 20.06.2024/ DE000VU9VMM5 /
| 2024-06-10 7:41:36 PM |
Chg.-0.440 |
Bid9:59:58 PM |
Ask9:59:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.270EUR |
-4.53% |
-
Bid Size: - |
-
Ask Size: - |
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: |
3.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.60 |
| Intrinsic value: |
9.57 |
| Implied volatility: |
1.47 |
| Historic volatility: |
0.25 |
| Parity: |
9.57 |
| Time value: |
0.41 |
| Break-even: |
36.98 |
| Moneyness: |
1.35 |
| Premium: |
0.01 |
| Premium p.a.: |
0.50 |
| Spread abs.: |
0.30 |
| Spread %: |
3.10% |
| Delta: |
0.92 |
| Theta: |
-0.07 |
| Omega: |
3.35 |
| Rho: |
0.01 |
Quote data
| Open: |
9.300 |
| High: |
9.540 |
| Low: |
9.210 |
| Previous Close: |
9.710 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.30% |
| 1 Month |
|
|
-1.17% |
| 3 Months |
|
|
+126.10% |
| YTD |
|
|
+875.79% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
10.000 |
8.490 |
| 1M High / 1M Low: |
10.000 |
8.490 |
| 6M High / 6M Low: |
10.000 |
0.720 |
| High (YTD): |
2024-06-03 |
10.000 |
| Low (YTD): |
2024-01-03 |
1.070 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.316 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
9.434 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
5.287 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
77.33% |
| Volatility 6M: |
|
168.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
