BVT Call 105 DIS 21.06.2024
/ DE000VU1SC87
BVT Call 105 DIS 21.06.2024/ DE000VU1SC87 /
2024-06-11 8:46:47 AM |
Chg.- |
Bid8:03:03 AM |
Ask8:03:03 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.046EUR |
- |
0.020 Bid Size: 17,000 |
0.032 Ask Size: 17,000 |
Walt Disney Co |
105.00 USD |
2024-06-21 |
Call |
Master data
WKN: |
VU1SC8 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Walt Disney Co |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
105.00 USD |
Maturity: |
2024-06-21 |
Issue date: |
2023-01-06 |
Last trading day: |
2024-06-21 |
Ratio: |
10:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
153.96 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.08 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.22 |
Historic volatility: |
0.24 |
Parity: |
-0.21 |
Time value: |
0.06 |
Break-even: |
98.17 |
Moneyness: |
0.98 |
Premium: |
0.03 |
Premium p.a.: |
1.79 |
Spread abs.: |
0.01 |
Spread %: |
19.23% |
Delta: |
0.29 |
Theta: |
-0.06 |
Omega: |
44.69 |
Rho: |
0.01 |
Quote data
Open: |
0.046 |
High: |
0.046 |
Low: |
0.046 |
Previous Close: |
0.028 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-48.89% |
1 Month |
|
|
-77.23% |
3 Months |
|
|
-86.06% |
YTD |
|
|
-53.06% |
1 Year |
|
|
-77.67% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.090 |
0.028 |
1M High / 1M Low: |
0.200 |
0.028 |
6M High / 6M Low: |
0.400 |
0.028 |
High (YTD): |
2024-04-03 |
0.400 |
Low (YTD): |
2024-06-10 |
0.028 |
52W High: |
2024-04-03 |
0.400 |
52W Low: |
2024-06-10 |
0.028 |
Avg. price 1W: |
|
0.048 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.086 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.216 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.173 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
683.01% |
Volatility 6M: |
|
302.62% |
Volatility 1Y: |
|
229.19% |
Volatility 3Y: |
|
- |