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BVT Call 14.5 GZF 21.06.2024/  DE000VU1VKL8  /

EUWAX
2024-05-29  8:49:46 AM Chg.-0.13 Bid12:18:37 PM Ask12:18:37 PM Underlying Strike price Expiration date Option type
1.08EUR -10.74% 1.07
Bid Size: 14,000		 1.08
Ask Size: 14,000		 ENGIE S.A. INH. ... 14.50 EUR 2024-06-21 Call
 

Master data

WKN: VU1VKL
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: ENGIE S.A. INH. EO 1
Type: Warrant
Option type: Call
Strike price: 14.50 EUR
Maturity: 2024-06-21
Issue date: 2023-01-09
Last trading day: 2024-06-21
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 12.79
Leverage: Yes

Calculated values

Fair value: 1.02
Intrinsic value: 0.98
Implied volatility: 0.38
Historic volatility: 0.15
Parity: 0.98
Time value: 0.24
Break-even: 15.71
Moneyness: 1.07
Premium: 0.02
Premium p.a.: 0.27
Spread abs.: 0.12
Spread %: 11.01%
Delta: 0.78
Theta: -0.01
Omega: 9.92
Rho: 0.01
 

Quote data

Open: 1.08
High: 1.08
Low: 1.08
Previous Close: 1.21
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.29%
1 Month
  -36.47%
3 Months  
+61.19%
YTD
  -42.86%
1 Year
  -11.48%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.26 1.01
1M High / 1M Low: 1.84 0.96
6M High / 6M Low: 2.39 0.44
High (YTD): 2024-01-10 2.39
Low (YTD): 2024-02-12 0.44
52W High: 2024-01-10 2.39
52W Low: 2024-02-12 0.44
Avg. price 1W:   1.16
Avg. volume 1W:   0.00
Avg. price 1M:   1.32
Avg. volume 1M:   0.00
Avg. price 6M:   1.33
Avg. volume 6M:   0.00
Avg. price 1Y:   1.39
Avg. volume 1Y:   0.00
Volatility 1M:   234.36%
Volatility 6M:   192.68%
Volatility 1Y:   160.05%
Volatility 3Y:   -