BVT Call 44 UNVB 21.06.2024
/ DE000VM337P4
BVT Call 44 UNVB 21.06.2024/ DE000VM337P4 /
| 2024-06-03 10:21:00 AM |
Chg.+0.040 |
Bid12:53:26 PM |
Ask12:53:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.650EUR |
+6.56% |
0.650
Bid Size: 82,000 |
0.660
Ask Size: 82,000 |
UNILEVER PLC LS-,0... |
44.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
VM337P |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
UNILEVER PLC LS-,031111 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
44.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-17 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.63 |
| Intrinsic value: |
0.62 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.17 |
| Parity: |
0.62 |
| Time value: |
0.03 |
| Break-even: |
50.50 |
| Moneyness: |
1.14 |
| Premium: |
0.01 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
3.17% |
| Delta: |
0.92 |
| Theta: |
-0.02 |
| Omega: |
7.13 |
| Rho: |
0.02 |
Quote data
| Open: |
0.650 |
| High: |
0.650 |
| Low: |
0.650 |
| Previous Close: |
0.610 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+41.30% |
| 3 Months |
|
|
+186.34% |
| YTD |
|
|
+251.35% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.650 |
0.560 |
| 1M High / 1M Low: |
0.660 |
0.390 |
| 6M High / 6M Low: |
0.660 |
0.101 |
| High (YTD): |
2024-05-23 |
0.660 |
| Low (YTD): |
2024-04-16 |
0.101 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.602 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.573 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.292 |
| Avg. volume 6M: |
|
443.548 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
125.05% |
| Volatility 6M: |
|
215.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
