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BVT Call 32 AXA 21.06.2024/  DE000VU1YLL0  /

EUWAX
2024-05-17  8:24:02 AM Chg.0.000 Bid2:27:23 PM Ask2:27:23 PM Underlying Strike price Expiration date Option type
0.171EUR 0.00% 0.188
Bid Size: 139,000		 0.198
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: 0.171
High: 0.171
Low: 0.171
Previous Close: 0.171
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+1.79%
3 Months  
+137.50%
YTD  
+228.85%
1 Year  
+67.65%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.215 0.169
1M High / 1M Low: 0.300 0.065
6M High / 6M Low: 0.320 0.032
High (YTD): 2024-04-04 0.320
Low (YTD): 2024-01-15 0.032
52W High: 2024-04-04 0.320
52W Low: 2023-07-10 0.024
Avg. price 1W:   0.186
Avg. volume 1W:   0.000
Avg. price 1M:   0.180
Avg. volume 1M:   0.000
Avg. price 6M:   0.126
Avg. volume 6M:   0.000
Avg. price 1Y:   0.092
Avg. volume 1Y:   0.000
Volatility 1M:   391.81%
Volatility 6M:   245.71%
Volatility 1Y:   226.52%
Volatility 3Y:   -