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BVT Call 32 AXA 21.06.2024/  DE000VU1YLL0  /

Frankfurt Zert./VONT
2024-05-17  2:00:34 PM Chg.+0.011 Bid5:00:12 PM Ask5:00:12 PM Underlying Strike price Expiration date Option type
0.187EUR +6.25% 0.195
Bid Size: 139,000		 0.205
Ask Size: 139,000		 AXA S.A. INH. EO... 32.00 EUR 2024-06-21 Call
 

Master data

WKN: VU1YLL
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: AXA S.A. INH. EO 2,29
Type: Warrant
Option type: Call
Strike price: 32.00 EUR
Maturity: 2024-06-21
Issue date: 2023-01-10
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 16.53
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.16
Implied volatility: 0.24
Historic volatility: 0.16
Parity: 0.16
Time value: 0.05
Break-even: 34.03
Moneyness: 1.05
Premium: 0.01
Premium p.a.: 0.16
Spread abs.: 0.03
Spread %: 20.12%
Delta: 0.76
Theta: -0.01
Omega: 12.61
Rho: 0.02
 

Quote data

Open: 0.184
High: 0.187
Low: 0.184
Previous Close: 0.176
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -14.22%
1 Month  
+17.61%
3 Months  
+136.71%
YTD  
+266.67%
1 Year  
+83.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.218 0.173
1M High / 1M Low: 0.300 0.066
6M High / 6M Low: 0.310 0.030
High (YTD): 2024-04-03 0.310
Low (YTD): 2024-01-17 0.032
52W High: 2024-04-03 0.310
52W Low: 2023-07-10 0.024
Avg. price 1W:   0.189
Avg. volume 1W:   0.000
Avg. price 1M:   0.187
Avg. volume 1M:   0.000
Avg. price 6M:   0.128
Avg. volume 6M:   0.000
Avg. price 1Y:   0.093
Avg. volume 1Y:   0.000
Volatility 1M:   401.25%
Volatility 6M:   253.40%
Volatility 1Y:   229.22%
Volatility 3Y:   -