BVT Call 390 MA 21.06.2024
/ DE000VU9JH36
BVT Call 390 MA 21.06.2024/ DE000VU9JH36 /
2024-06-07 5:03:33 PM |
Chg.+0.030 |
Bid6:23:04 PM |
Ask6:23:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.580EUR |
+5.45% |
0.570 Bid Size: 149,000 |
0.580 Ask Size: 149,000 |
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: |
7.36 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.54 |
Intrinsic value: |
0.54 |
Implied volatility: |
0.53 |
Historic volatility: |
0.14 |
Parity: |
0.54 |
Time value: |
0.02 |
Break-even: |
414.07 |
Moneyness: |
1.15 |
Premium: |
0.01 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.01 |
Spread %: |
1.82% |
Delta: |
0.92 |
Theta: |
-0.26 |
Omega: |
6.77 |
Rho: |
0.12 |
Quote data
Open: |
0.550 |
High: |
0.580 |
Low: |
0.550 |
Previous Close: |
0.550 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+18.37% |
1 Month |
|
|
-4.92% |
3 Months |
|
|
-26.58% |
YTD |
|
|
+16.00% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.550 |
0.490 |
1M High / 1M Low: |
0.670 |
0.490 |
6M High / 6M Low: |
0.970 |
0.410 |
High (YTD): |
2024-03-21 |
0.970 |
Low (YTD): |
2024-01-05 |
0.430 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.510 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.587 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.665 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
87.26% |
Volatility 6M: |
|
86.92% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |