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BVT Call 0.98 EURCHF 21.06.2024/  DE000VU4JRW9  /

EUWAX
31/05/2024  21:06:59 Chg.-0.020 Bid22:00:40 Ask22:00:40 Underlying Strike price Expiration date Option type
0.460EUR -4.17% -
Bid Size: -		 -
Ask Size: -		 CROSSRATE EUR/CHF 0.98 CHF 21/06/2024 Call
 

Master data

WKN: VU4JRW
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: CROSSRATE EUR/CHF
Type: Warrant
Option type: Call
Strike price: 0.98 CHF
Maturity: 21/06/2024
Issue date: 13/03/2023
Last trading day: 21/06/2024
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: 217.39
Leverage: Yes

Calculated values

Fair value: 0.50
Intrinsic value: 0.00
Implied volatility: 0.04
Historic volatility: 0.05
Parity: -0.11
Time value: 0.46
Break-even: 1.01
Moneyness: 1.00
Premium: 0.01
Premium p.a.: 0.11
Spread abs.: 0.01
Spread %: 2.22%
Delta: 0.54
Theta: 0.00
Omega: 117.11
Rho: 0.00
 

Quote data

Open: 0.490
High: 0.650
Low: 0.460
Previous Close: 0.480
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -63.78%
1 Month
  -23.33%
3 Months  
+100.87%
YTD  
+162.86%
1 Year
  -64.89%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.230 0.460
1M High / 1M Low: 1.270 0.460
6M High / 6M Low: 1.270 0.131
High (YTD): 24/05/2024 1.270
Low (YTD): 08/01/2024 0.131
52W High: 21/06/2023 1.430
52W Low: 08/01/2024 0.131
Avg. price 1W:   0.852
Avg. volume 1W:   0.000
Avg. price 1M:   0.790
Avg. volume 1M:   0.000
Avg. price 6M:   0.424
Avg. volume 6M:   0.000
Avg. price 1Y:   0.634
Avg. volume 1Y:   146.369
Volatility 1M:   277.93%
Volatility 6M:   244.22%
Volatility 1Y:   194.19%
Volatility 3Y:   -