BVT Call 10.5 XCA 21.06.2024
/ DE000VU1VSM9
BVT Call 10.5 XCA 21.06.2024/ DE000VU1VSM9 /
| 06/06/2024 08:49:54 |
Chg.-0.26 |
Bid22:00:35 |
Ask22:00:35 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.14EUR |
-5.91% |
-
Bid Size: - |
-
Ask Size: - |
CREDIT AGRICOLE INH.... |
10.50 EUR |
21/06/2024 |
Call |
Master data
| WKN: |
VU1VSM |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
CREDIT AGRICOLE INH. EO 3 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
10.50 EUR |
| Maturity: |
21/06/2024 |
| Issue date: |
09/01/2023 |
| Last trading day: |
21/06/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.04 |
| Intrinsic value: |
4.03 |
| Implied volatility: |
1.37 |
| Historic volatility: |
0.18 |
| Parity: |
4.03 |
| Time value: |
0.22 |
| Break-even: |
14.74 |
| Moneyness: |
1.38 |
| Premium: |
0.01 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.10 |
| Spread %: |
2.42% |
| Delta: |
0.91 |
| Theta: |
-0.02 |
| Omega: |
3.10 |
| Rho: |
0.00 |
Quote data
| Open: |
4.14 |
| High: |
4.14 |
| Low: |
4.14 |
| Previous Close: |
4.40 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.48% |
| 1 Month |
|
|
-6.55% |
| 3 Months |
|
|
+80.79% |
| YTD |
|
|
+53.33% |
| 1 Year |
|
|
+170.59% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.55 |
4.37 |
| 1M High / 1M Low: |
5.48 |
4.37 |
| 6M High / 6M Low: |
5.48 |
1.93 |
| High (YTD): |
21/05/2024 |
5.48 |
| Low (YTD): |
19/02/2024 |
1.93 |
| 52W High: |
21/05/2024 |
5.48 |
| 52W Low: |
26/06/2023 |
1.17 |
| Avg. price 1W: |
|
4.42 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.97 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.29 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.47 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
74.66% |
| Volatility 6M: |
|
76.16% |
| Volatility 1Y: |
|
81.55% |
| Volatility 3Y: |
|
- |
