BVT Call 109.32 AIR 21.06.2024
/ DE000VU1VJ36
BVT Call 109.32 AIR 21.06.2024/ DE000VU1VJ36 /
| 29/05/2024 18:13:29 |
Chg.-0.22 |
Bid22:00:43 |
Ask22:00:43 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.86EUR |
-4.33% |
-
Bid Size: - |
-
Ask Size: - |
AIRBUS |
109.32 EUR |
21/06/2024 |
Call |
Master data
| WKN: |
VU1VJ3 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
AIRBUS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
109.32 EUR |
| Maturity: |
21/06/2024 |
| Issue date: |
09/01/2023 |
| Last trading day: |
21/06/2024 |
| Ratio: |
9.94:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.97 |
| Intrinsic value: |
4.94 |
| Implied volatility: |
1.07 |
| Historic volatility: |
0.18 |
| Parity: |
4.94 |
| Time value: |
0.16 |
| Break-even: |
160.02 |
| Moneyness: |
1.45 |
| Premium: |
0.01 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.14 |
| Spread %: |
2.82% |
| Delta: |
0.94 |
| Theta: |
-0.12 |
| Omega: |
2.93 |
| Rho: |
0.06 |
Quote data
| Open: |
4.94 |
| High: |
4.94 |
| Low: |
4.79 |
| Previous Close: |
5.08 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.36% |
| 1 Month |
|
|
+1.46% |
| 3 Months |
|
|
+10.45% |
| YTD |
|
|
+48.17% |
| 1 Year |
|
|
+79.34% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.28 |
5.06 |
| 1M High / 1M Low: |
5.38 |
4.54 |
| 6M High / 6M Low: |
6.16 |
2.98 |
| High (YTD): |
27/03/2024 |
6.16 |
| Low (YTD): |
03/01/2024 |
3.01 |
| 52W High: |
27/03/2024 |
6.16 |
| 52W Low: |
20/10/2023 |
1.98 |
| Avg. price 1W: |
|
5.14 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.03 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.45 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.56 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
47.54% |
| Volatility 6M: |
|
62.40% |
| Volatility 1Y: |
|
69.68% |
| Volatility 3Y: |
|
- |
