BVT Call 390 MA 21.06.2024
/ DE000VU9JH36
BVT Call 390 MA 21.06.2024/ DE000VU9JH36 /
| 2024-05-27 8:04:44 PM |
Chg.+0.010 |
Bid9:27:12 AM |
Ask9:27:12 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.590EUR |
+1.72% |
0.590
Bid Size: 37,000 |
0.610
Ask Size: 37,000 |
MasterCard Incorpora... |
390.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VU9JH3 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
MasterCard Incorporated |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
390.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-06 |
| Last trading day: |
2024-06-21 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.57 |
| Intrinsic value: |
0.56 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.14 |
| Parity: |
0.56 |
| Time value: |
0.04 |
| Break-even: |
419.07 |
| Moneyness: |
1.16 |
| Premium: |
0.01 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
1.69% |
| Delta: |
0.89 |
| Theta: |
-0.23 |
| Omega: |
6.19 |
| Rho: |
0.20 |
Quote data
| Open: |
0.600 |
| High: |
0.600 |
| Low: |
0.590 |
| Previous Close: |
0.580 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.81% |
| 1 Month |
|
|
-18.06% |
| 3 Months |
|
|
-33.71% |
| YTD |
|
|
+18.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.650 |
0.580 |
| 1M High / 1M Low: |
0.670 |
0.520 |
| 6M High / 6M Low: |
0.970 |
0.390 |
| High (YTD): |
2024-03-21 |
0.970 |
| Low (YTD): |
2024-01-05 |
0.430 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.608 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.618 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.660 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.33% |
| Volatility 6M: |
|
86.42% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
