BVT Call 82 SREN 21.06.2024
/ DE000VV4MG50
BVT Call 82 SREN 21.06.2024/ DE000VV4MG50 /
| 03/06/2024 08:14:32 |
Chg.+0.32 |
Bid18:12:42 |
Ask18:12:42 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.42EUR |
+10.32% |
3.23
Bid Size: 4,000 |
3.32
Ask Size: 4,000 |
SWISS RE N |
82.00 CHF |
21/06/2024 |
Call |
Master data
| WKN: |
VV4MG5 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
SWISS RE N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
82.00 CHF |
| Maturity: |
21/06/2024 |
| Issue date: |
05/07/2022 |
| Last trading day: |
21/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.27 |
| Intrinsic value: |
3.26 |
| Implied volatility: |
1.38 |
| Historic volatility: |
0.21 |
| Parity: |
3.26 |
| Time value: |
0.23 |
| Break-even: |
118.67 |
| Moneyness: |
1.39 |
| Premium: |
0.02 |
| Premium p.a.: |
0.49 |
| Spread abs.: |
0.12 |
| Spread %: |
3.56% |
| Delta: |
0.89 |
| Theta: |
-0.19 |
| Omega: |
2.97 |
| Rho: |
0.03 |
Quote data
| Open: |
3.42 |
| High: |
3.42 |
| Low: |
3.42 |
| Previous Close: |
3.10 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.13% |
| 1 Month |
|
|
+85.87% |
| 3 Months |
|
|
+30.53% |
| YTD |
|
|
+132.65% |
| 1 Year |
|
|
+98.84% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.17 |
3.05 |
| 1M High / 1M Low: |
3.17 |
1.84 |
| 6M High / 6M Low: |
3.58 |
1.45 |
| High (YTD): |
21/03/2024 |
3.58 |
| Low (YTD): |
02/01/2024 |
1.45 |
| 52W High: |
21/03/2024 |
3.58 |
| 52W Low: |
22/08/2023 |
0.73 |
| Avg. price 1W: |
|
3.10 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.61 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.27 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.86 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
80.38% |
| Volatility 6M: |
|
88.24% |
| Volatility 1Y: |
|
89.50% |
| Volatility 3Y: |
|
- |
