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BVT Call 460 MA 21.06.2024/  DE000VU9JJP9  /

Frankfurt Zert./VONT
2024-05-28  1:41:48 PM Chg.-0.003 Bid4:20:38 PM Ask4:20:38 PM Underlying Strike price Expiration date Option type
0.035EUR -7.89% 0.025
Bid Size: 250,000		 0.035
Ask Size: 250,000		 MasterCard Incorpora... 460.00 USD 2024-06-21 Call
 

Master data

WKN: VU9JJP
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: MasterCard Incorporated
Type: Warrant
Option type: Call
Strike price: 460.00 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: 86.54
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.14
Parity: -0.08
Time value: 0.05
Break-even: 428.32
Moneyness: 0.98
Premium: 0.03
Premium p.a.: 0.59
Spread abs.: 0.01
Spread %: 26.32%
Delta: 0.37
Theta: -0.17
Omega: 31.86
Rho: 0.10
 

Quote data

Open: 0.039
High: 0.039
Low: 0.035
Previous Close: 0.038
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -46.97%
1 Month
  -79.41%
3 Months
  -89.71%
YTD
  -68.75%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.071 0.036
1M High / 1M Low: 0.135 0.036
6M High / 6M Low: 0.390 0.036
High (YTD): 2024-03-21 0.390
Low (YTD): 2024-05-24 0.036
52W High: - -
52W Low: - -
Avg. price 1W:   0.051
Avg. volume 1W:   0.000
Avg. price 1M:   0.070
Avg. volume 1M:   0.000
Avg. price 6M:   0.175
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   395.91%
Volatility 6M:   220.13%
Volatility 1Y:   -
Volatility 3Y:   -