BVT Call 35 CRIN 20.06.2024
/ DE000VD0DEP3
BVT Call 35 CRIN 20.06.2024/ DE000VD0DEP3 /
| 6/3/2024 10:36:15 AM |
Chg.+0.500 |
Bid1:58:19 PM |
Ask1:58:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.300EUR |
+27.78% |
2.220
Bid Size: 11,000 |
2.240
Ask Size: 11,000 |
UNICREDIT |
35.00 EUR |
6/20/2024 |
Call |
Master data
| WKN: |
VD0DEP |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
UNICREDIT |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
35.00 EUR |
| Maturity: |
6/20/2024 |
| Issue date: |
2/15/2024 |
| Last trading day: |
6/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
16.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.69 |
| Intrinsic value: |
1.39 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.25 |
| Parity: |
1.39 |
| Time value: |
0.82 |
| Break-even: |
37.20 |
| Moneyness: |
1.04 |
| Premium: |
0.02 |
| Premium p.a.: |
0.61 |
| Spread abs.: |
2.20 |
| Spread %: |
219,900.00% |
| Delta: |
0.68 |
| Theta: |
-0.04 |
| Omega: |
11.28 |
| Rho: |
0.01 |
Quote data
| Open: |
2.160 |
| High: |
2.300 |
| Low: |
2.150 |
| Previous Close: |
1.800 |
| Turnover: |
21,530 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.79% |
| 1 Month |
|
|
+71.64% |
| 3 Months |
|
|
+505.26% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.920 |
1.570 |
| 1M High / 1M Low: |
2.300 |
1.340 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.802 |
| Avg. volume 1W: |
|
17,879.800 |
| Avg. price 1M: |
|
1.938 |
| Avg. volume 1M: |
|
5,799.952 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
210.60% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
