BVT Call 36 CRIN 20.06.2024
/ DE000VD0W286
BVT Call 36 CRIN 20.06.2024/ DE000VD0W286 /
| 2024-06-03 8:56:16 AM |
Chg.+0.03 |
Bid3:37:34 PM |
Ask3:37:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.15EUR |
+2.68% |
1.46
Bid Size: 14,000 |
1.48
Ask Size: 14,000 |
UNICREDIT |
36.00 EUR |
2024-06-20 |
Call |
Master data
| WKN: |
VD0W28 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
UNICREDIT |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
36.00 EUR |
| Maturity: |
2024-06-20 |
| Issue date: |
2024-02-26 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
26.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.01 |
| Intrinsic value: |
0.39 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.25 |
| Parity: |
0.39 |
| Time value: |
1.00 |
| Break-even: |
37.38 |
| Moneyness: |
1.01 |
| Premium: |
0.03 |
| Premium p.a.: |
0.78 |
| Spread abs.: |
0.20 |
| Spread %: |
16.95% |
| Delta: |
0.58 |
| Theta: |
-0.04 |
| Omega: |
15.23 |
| Rho: |
0.01 |
Quote data
| Open: |
1.15 |
| High: |
1.15 |
| Low: |
1.15 |
| Previous Close: |
1.12 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.26% |
| 1 Month |
|
|
-11.54% |
| 3 Months |
|
|
+379.17% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.34 |
0.89 |
| 1M High / 1M Low: |
1.60 |
0.89 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.15 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.31 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
302.89% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
