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BVT Call 15 GZF 21.06.2024/  DE000VU1VKM6  /

EUWAX
11/06/2024  08:52:14 Chg.+0.012 Bid14:38:01 Ask14:38:01 Underlying Strike price Expiration date Option type
0.068EUR +21.43% 0.009
Bid Size: 30,000		 0.028
Ask Size: 30,000		 ENGIE S.A. INH. ... 15.00 EUR 21/06/2024 Call
 

Master data

WKN: VU1VKM
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: ENGIE S.A. INH. EO 1
Type: Warrant
Option type: Call
Strike price: 15.00 EUR
Maturity: 21/06/2024
Issue date: 09/01/2023
Last trading day: 21/06/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 142.35
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.16
Parity: -0.48
Time value: 0.10
Break-even: 15.10
Moneyness: 0.97
Premium: 0.04
Premium p.a.: 3.20
Spread abs.: 0.03
Spread %: 32.47%
Delta: 0.26
Theta: -0.01
Omega: 36.54
Rho: 0.00
 

Quote data

Open: 0.068
High: 0.068
Low: 0.068
Previous Close: 0.056
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -90.00%
1 Month
  -92.61%
3 Months
  -89.70%
YTD
  -95.44%
1 Year
  -92.92%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.720 0.056
1M High / 1M Low: 1.120 0.056
6M High / 6M Low: 1.950 0.056
High (YTD): 10/01/2024 1.950
Low (YTD): 10/06/2024 0.056
52W High: 10/01/2024 1.950
52W Low: 10/06/2024 0.056
Avg. price 1W:   0.527
Avg. volume 1W:   0.000
Avg. price 1M:   0.745
Avg. volume 1M:   0.000
Avg. price 6M:   0.879
Avg. volume 6M:   0.000
Avg. price 1Y:   1.036
Avg. volume 1Y:   0.000
Volatility 1M:   397.14%
Volatility 6M:   278.65%
Volatility 1Y:   220.29%
Volatility 3Y:   -