BVT Call 54 NWT 21.06.2024
/ DE000VU96D76
BVT Call 54 NWT 21.06.2024/ DE000VU96D76 /
| 2024-05-24 7:53:12 PM |
Chg.+0.020 |
Bid9:59:23 PM |
Ask9:59:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.580EUR |
+3.57% |
-
Bid Size: - |
-
Ask Size: - |
WELLS FARGO + CO.DL ... |
54.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
VU96D7 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
WELLS FARGO + CO.DL 1,666 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
54.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-20 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.15 |
| Implied volatility: |
0.90 |
| Historic volatility: |
0.20 |
| Parity: |
0.15 |
| Time value: |
0.47 |
| Break-even: |
60.20 |
| Moneyness: |
1.03 |
| Premium: |
0.08 |
| Premium p.a.: |
1.99 |
| Spread abs.: |
0.01 |
| Spread %: |
1.64% |
| Delta: |
0.60 |
| Theta: |
-0.10 |
| Omega: |
5.35 |
| Rho: |
0.02 |
Quote data
| Open: |
0.570 |
| High: |
0.610 |
| Low: |
0.560 |
| Previous Close: |
0.560 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.94% |
| 1 Month |
|
|
-7.94% |
| 3 Months |
|
|
+93.33% |
| YTD |
|
|
+251.52% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.740 |
0.560 |
| 1M High / 1M Low: |
0.780 |
0.560 |
| 6M High / 6M Low: |
0.780 |
0.036 |
| High (YTD): |
2024-05-15 |
0.780 |
| Low (YTD): |
2024-01-18 |
0.056 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.652 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.667 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.336 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.08% |
| Volatility 6M: |
|
338.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
