BVT Call 14.5 SOBA 21.06.2024
/ DE000VU919K0
BVT Call 14.5 SOBA 21.06.2024/ DE000VU919K0 /
| 2024-06-03 1:45:46 PM |
Chg.+0.170 |
Bid2:33:55 PM |
Ask2:33:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.420EUR |
+5.23% |
3.410
Bid Size: 13,000 |
3.500
Ask Size: 13,000 |
AT + T INC. ... |
14.50 - |
2024-06-21 |
Call |
Master data
| WKN: |
VU919K |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
AT + T INC. DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
14.50 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-18 |
| Last trading day: |
2024-06-21 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.32 |
| Intrinsic value: |
2.29 |
| Implied volatility: |
1.59 |
| Historic volatility: |
0.22 |
| Parity: |
2.29 |
| Time value: |
1.25 |
| Break-even: |
18.04 |
| Moneyness: |
1.16 |
| Premium: |
0.07 |
| Premium p.a.: |
3.30 |
| Spread abs.: |
0.01 |
| Spread %: |
0.28% |
| Delta: |
0.72 |
| Theta: |
-0.06 |
| Omega: |
3.44 |
| Rho: |
0.00 |
Quote data
| Open: |
3.420 |
| High: |
3.420 |
| Low: |
3.420 |
| Previous Close: |
3.250 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.71% |
| 1 Month |
|
|
+47.41% |
| 3 Months |
|
|
+36.26% |
| YTD |
|
|
+47.41% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.250 |
2.560 |
| 1M High / 1M Low: |
3.250 |
2.320 |
| 6M High / 6M Low: |
3.550 |
1.790 |
| High (YTD): |
2024-02-01 |
3.550 |
| Low (YTD): |
2024-04-16 |
1.790 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.814 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.682 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.549 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
78.55% |
| Volatility 6M: |
|
110.87% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
