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BVT Call 15 GZF 21.06.2024/  DE000VU1VKM6  /

EUWAX
2024-05-21  8:49:51 AM Chg.-0.080 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.850EUR -8.60% -
Bid Size: -		 -
Ask Size: -		 ENGIE S.A. INH. ... 15.00 EUR 2024-06-21 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: 2024-06-21
Issue date: 2023-01-09
Last trading day: 2024-06-21
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 17.36
Leverage: Yes

Calculated values

Fair value: 0.73
Intrinsic value: 0.62
Implied volatility: 0.28
Historic volatility: 0.16
Parity: 0.62
Time value: 0.28
Break-even: 15.90
Moneyness: 1.04
Premium: 0.02
Premium p.a.: 0.23
Spread abs.: 0.11
Spread %: 13.92%
Delta: 0.72
Theta: -0.01
Omega: 12.47
Rho: 0.01
 

Quote data

Open: 0.850
High: 0.850
Low: 0.850
Previous Close: 0.930
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -19.05%
1 Month
  -17.48%
3 Months  
+73.47%
YTD
  -42.95%
1 Year
  -33.59%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.120 0.850
1M High / 1M Low: 1.340 0.610
6M High / 6M Low: 1.950 0.260
High (YTD): 2024-01-10 1.950
Low (YTD): 2024-02-12 0.260
52W High: 2024-01-10 1.950
52W Low: 2024-02-12 0.260
Avg. price 1W:   1.008
Avg. volume 1W:   0.000
Avg. price 1M:   0.971
Avg. volume 1M:   0.000
Avg. price 6M:   0.984
Avg. volume 6M:   0.000
Avg. price 1Y:   1.060
Avg. volume 1Y:   0.000
Volatility 1M:   269.06%
Volatility 6M:   234.82%
Volatility 1Y:   192.24%
Volatility 3Y:   -