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BVT Call 145 CMC 21.06.2024/  DE000VV83BC7  /

Frankfurt Zert./VONT
2024-06-17  8:02:14 PM Chg.+0.160 Bid9:47:01 PM Ask9:47:01 PM Underlying Strike price Expiration date Option type
4.660EUR +3.56% 4.670
Bid Size: 24,000		 4.680
Ask Size: 24,000		 JPMORGAN CHASE ... 145.00 - 2024-06-21 Call
 

Master data

WKN: VV83BC
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: JPMORGAN CHASE DL 1
Type: Warrant
Option type: Call
Strike price: 145.00 -
Maturity: 2024-06-21
Issue date: 2022-11-02
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.94
Leverage: Yes

Calculated values

Fair value: 3.61
Intrinsic value: 3.61
Implied volatility: 3.50
Historic volatility: 0.16
Parity: 3.61
Time value: 0.98
Break-even: 190.90
Moneyness: 1.25
Premium: 0.05
Premium p.a.: 0.00
Spread abs.: 0.01
Spread %: 0.22%
Delta: 0.79
Theta: -2.43
Omega: 3.10
Rho: 0.01
 

Quote data

Open: 4.570
High: 4.660
Low: 4.550
Previous Close: 4.500
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -8.63%
1 Month
  -15.88%
3 Months  
+5.67%
YTD  
+73.23%
1 Year  
+245.19%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.100 4.450
1M High / 1M Low: 5.540 4.450
6M High / 6M Low: 5.540 2.410
High (YTD): 2024-05-17 5.540
Low (YTD): 2024-01-18 2.460
52W High: 2024-05-17 5.540
52W Low: 2023-10-27 0.820
Avg. price 1W:   4.644
Avg. volume 1W:   0.000
Avg. price 1M:   4.974
Avg. volume 1M:   0.000
Avg. price 6M:   4.017
Avg. volume 6M:   0.000
Avg. price 1Y:   2.748
Avg. volume 1Y:   0.000
Volatility 1M:   71.15%
Volatility 6M:   72.03%
Volatility 1Y:   86.82%
Volatility 3Y:   -