BVT Call 145 PRG 21.06.2024
/ DE000VU2E3R0
BVT Call 145 PRG 21.06.2024/ DE000VU2E3R0 /
| 2024-06-14 8:47:24 AM |
Chg.+0.11 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.00EUR |
+5.82% |
-
Bid Size: - |
-
Ask Size: - |
PROCTER GAMBLE |
145.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
VU2E3R |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
PROCTER GAMBLE |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
145.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-01-20 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.09 |
| Intrinsic value: |
1.08 |
| Implied volatility: |
1.86 |
| Historic volatility: |
0.13 |
| Parity: |
1.08 |
| Time value: |
0.96 |
| Break-even: |
165.40 |
| Moneyness: |
1.07 |
| Premium: |
0.06 |
| Premium p.a.: |
36.87 |
| Spread abs.: |
0.01 |
| Spread %: |
0.49% |
| Delta: |
0.66 |
| Theta: |
-1.14 |
| Omega: |
5.07 |
| Rho: |
0.01 |
Quote data
| Open: |
2.00 |
| High: |
2.00 |
| Low: |
2.00 |
| Previous Close: |
1.89 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.09% |
| 1 Month |
|
|
-0.50% |
| 3 Months |
|
|
+16.28% |
| YTD |
|
|
+163.16% |
| 1 Year |
|
|
+40.85% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.13 |
1.89 |
| 1M High / 1M Low: |
2.21 |
1.53 |
| 6M High / 6M Low: |
2.21 |
0.65 |
| High (YTD): |
2024-05-22 |
2.21 |
| Low (YTD): |
2024-01-05 |
0.83 |
| 52W High: |
2024-05-22 |
2.21 |
| 52W Low: |
2023-12-15 |
0.65 |
| Avg. price 1W: |
|
2.03 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.99 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.52 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.46 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
122.46% |
| Volatility 6M: |
|
126.42% |
| Volatility 1Y: |
|
117.90% |
| Volatility 3Y: |
|
- |
