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BVT Call 33 AXA 21.06.2024/  DE000VU2Q4N3  /

EUWAX
2024-05-17  8:53:57 AM Chg.-0.006 Bid11:26:08 AM Ask11:26:08 AM Underlying Strike price Expiration date Option type
0.093EUR -6.06% 0.112
Bid Size: 174,000		 0.122
Ask Size: 174,000		 AXA S.A. INH. EO... 33.00 EUR 2024-06-21 Call
 

Master data

WKN: VU2Q4N
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: AXA S.A. INH. EO 2,29
Type: Warrant
Option type: Call
Strike price: 33.00 EUR
Maturity: 2024-06-21
Issue date: 2023-01-27
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 27.73
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.06
Implied volatility: 0.20
Historic volatility: 0.16
Parity: 0.06
Time value: 0.07
Break-even: 34.21
Moneyness: 1.02
Premium: 0.02
Premium p.a.: 0.23
Spread abs.: 0.03
Spread %: 27.37%
Delta: 0.64
Theta: -0.01
Omega: 17.69
Rho: 0.02
 

Quote data

Open: 0.093
High: 0.093
Low: 0.093
Previous Close: 0.099
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.08%
1 Month  
+4.49%
3 Months  
+126.83%
YTD  
+220.69%
1 Year  
+16.25%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.132 0.098
1M High / 1M Low: 0.194 0.034
6M High / 6M Low: 0.227 0.016
High (YTD): 2024-04-04 0.227
Low (YTD): 2024-01-15 0.016
52W High: 2024-04-04 0.227
52W Low: 2024-01-15 0.016
Avg. price 1W:   0.112
Avg. volume 1W:   0.000
Avg. price 1M:   0.106
Avg. volume 1M:   0.000
Avg. price 6M:   0.078
Avg. volume 6M:   0.000
Avg. price 1Y:   0.060
Avg. volume 1Y:   19.531
Volatility 1M:   436.08%
Volatility 6M:   277.90%
Volatility 1Y:   251.10%
Volatility 3Y:   -