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BVT Call 140 CMC 21.06.2024/  DE000VV83A40  /

Frankfurt Zert./VONT
2024-06-07  7:50:23 PM Chg.+0.400 Bid9:59:46 PM Ask9:59:46 PM Underlying Strike price Expiration date Option type
5.630EUR +7.65% -
Bid Size: -		 -
Ask Size: -		 JPMORGAN CHASE ... 140.00 - 2024-06-21 Call
 

Master data

WKN: VV83A4
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: JPMORGAN CHASE DL 1
Type: Warrant
Option type: Call
Strike price: 140.00 -
Maturity: 2024-06-21
Issue date: 2022-11-02
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.32
Leverage: Yes

Calculated values

Fair value: 4.53
Intrinsic value: 4.51
Implied volatility: 2.27
Historic volatility: 0.15
Parity: 4.51
Time value: 1.07
Break-even: 195.80
Moneyness: 1.32
Premium: 0.06
Premium p.a.: 3.84
Spread abs.: 0.01
Spread %: 0.18%
Delta: 0.81
Theta: -0.84
Omega: 2.68
Rho: 0.03
 

Quote data

Open: 5.300
High: 5.630
Low: 5.280
Previous Close: 5.230
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+0.54%
1 Month  
+9.75%
3 Months  
+21.34%
YTD  
+79.87%
1 Year  
+272.85%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.630 5.230
1M High / 1M Low: 6.010 5.130
6M High / 6M Low: 6.010 2.240
High (YTD): 2024-05-17 6.010
Low (YTD): 2024-01-18 2.860
52W High: 2024-05-17 6.010
52W Low: 2023-10-27 1.060
Avg. price 1W:   5.450
Avg. volume 1W:   0.000
Avg. price 1M:   5.531
Avg. volume 1M:   0.000
Avg. price 6M:   4.333
Avg. volume 6M:   0.000
Avg. price 1Y:   3.041
Avg. volume 1Y:   0.000
Volatility 1M:   59.71%
Volatility 6M:   64.29%
Volatility 1Y:   78.26%
Volatility 3Y:   -