BVT Call 13 XCA 21.06.2024
/ DE000VU3FG45
BVT Call 13 XCA 21.06.2024/ DE000VU3FG45 /
2024-05-24 8:52:39 AM |
Chg.-0.19 |
Bid9:59:39 PM |
Ask9:59:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.68EUR |
-6.62% |
- Bid Size: - |
- Ask Size: - |
CREDIT AGRICOLE INH.... |
13.00 EUR |
2024-06-21 |
Call |
Master data
WKN: |
VU3FG4 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
CREDIT AGRICOLE INH. EO 3 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
13.00 EUR |
Maturity: |
2024-06-21 |
Issue date: |
2023-02-10 |
Last trading day: |
2024-06-21 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
5.31 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.81 |
Intrinsic value: |
2.78 |
Implied volatility: |
0.64 |
Historic volatility: |
0.19 |
Parity: |
2.78 |
Time value: |
0.20 |
Break-even: |
15.97 |
Moneyness: |
1.21 |
Premium: |
0.01 |
Premium p.a.: |
0.18 |
Spread abs.: |
0.11 |
Spread %: |
3.85% |
Delta: |
0.89 |
Theta: |
-0.01 |
Omega: |
4.72 |
Rho: |
0.01 |
Quote data
Open: |
2.68 |
High: |
2.68 |
Low: |
2.68 |
Previous Close: |
2.87 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+0.75% |
1 Month |
|
|
+59.52% |
3 Months |
|
|
+737.50% |
YTD |
|
|
+277.46% |
1 Year |
|
|
+446.94% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.97 |
2.68 |
1M High / 1M Low: |
2.97 |
1.64 |
6M High / 6M Low: |
2.97 |
0.23 |
High (YTD): |
2024-05-21 |
2.97 |
Low (YTD): |
2024-02-19 |
0.23 |
52W High: |
2024-05-21 |
2.97 |
52W Low: |
2024-02-19 |
0.23 |
Avg. price 1W: |
|
2.87 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.38 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
0.99 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
0.70 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
114.32% |
Volatility 6M: |
|
173.41% |
Volatility 1Y: |
|
158.06% |
Volatility 3Y: |
|
- |