BVT Call 27 CRIN 20.06.2024
/ DE000VU9VMM5
BVT Call 27 CRIN 20.06.2024/ DE000VU9VMM5 /
2024-06-04 8:42:46 AM |
Chg.+0.11 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
9.98EUR |
+1.11% |
- 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: |
3.54 |
Leverage: |
Yes |
Calculated values
Fair value: |
9.86 |
Intrinsic value: |
9.82 |
Implied volatility: |
1.30 |
Historic volatility: |
0.25 |
Parity: |
9.82 |
Time value: |
0.58 |
Break-even: |
37.40 |
Moneyness: |
1.36 |
Premium: |
0.02 |
Premium p.a.: |
0.43 |
Spread abs.: |
0.30 |
Spread %: |
2.97% |
Delta: |
0.90 |
Theta: |
-0.06 |
Omega: |
3.19 |
Rho: |
0.01 |
Quote data
Open: |
9.98 |
High: |
9.98 |
Low: |
9.98 |
Previous Close: |
9.87 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+4.18% |
1 Month |
|
|
+18.81% |
3 Months |
|
|
+126.30% |
YTD |
|
|
+996.70% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
9.98 |
9.10 |
1M High / 1M Low: |
9.98 |
7.71 |
6M High / 6M Low: |
9.98 |
0.71 |
High (YTD): |
2024-06-04 |
9.98 |
Low (YTD): |
2024-01-03 |
1.07 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
9.63 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
9.39 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
5.03 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
83.06% |
Volatility 6M: |
|
150.25% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |