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BVT Call 13.5 XCA 21.06.2024/  DE000VU3SK77  /

EUWAX
2024-06-14  8:11:02 AM Chg.-0.230 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.250EUR -47.92% -
Bid Size: -		 -
Ask Size: -		 CREDIT AGRICOLE INH.... 13.50 EUR 2024-06-21 Call
 

Master data

WKN: VU3SK7
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: CREDIT AGRICOLE INH. EO 3
Type: Warrant
Option type: Call
Strike price: 13.50 EUR
Maturity: 2024-06-21
Issue date: 2023-02-21
Last trading day: 2024-06-21
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 79.00
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.51
Historic volatility: 0.19
Parity: -0.47
Time value: 0.17
Break-even: 13.67
Moneyness: 0.97
Premium: 0.05
Premium p.a.: 16.66
Spread abs.: 0.02
Spread %: 16.20%
Delta: 0.31
Theta: -0.03
Omega: 24.57
Rho: 0.00
 

Quote data

Open: 0.250
High: 0.250
Low: 0.250
Previous Close: 0.480
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -79.51%
1 Month
  -88.89%
3 Months
  -13.79%
YTD
  -47.92%
1 Year
  -19.35%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.090 0.250
1M High / 1M Low: 2.490 0.250
6M High / 6M Low: 2.490 0.125
High (YTD): 2024-05-21 2.490
Low (YTD): 2024-02-20 0.125
52W High: 2024-05-21 2.490
52W Low: 2024-02-20 0.125
Avg. price 1W:   0.632
Avg. volume 1W:   0.000
Avg. price 1M:   1.611
Avg. volume 1M:   0.000
Avg. price 6M:   0.812
Avg. volume 6M:   0.000
Avg. price 1Y:   0.554
Avg. volume 1Y:   0.000
Volatility 1M:   256.72%
Volatility 6M:   250.53%
Volatility 1Y:   207.61%
Volatility 3Y:   -