BVT Call 15 UTDI 21.06.2024
/ DE000VU9ENL1
BVT Call 15 UTDI 21.06.2024/ DE000VU9ENL1 /
| 5/30/2024 10:23:26 AM |
Chg.+0.010 |
Bid12:45:19 PM |
Ask12:45:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.690EUR |
+1.47% |
0.720
Bid Size: 47,000 |
0.730
Ask Size: 47,000 |
UTD.INTERNET AG NA |
15.00 EUR |
6/21/2024 |
Call |
Master data
| WKN: |
VU9ENL |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
UTD.INTERNET AG NA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.00 EUR |
| Maturity: |
6/21/2024 |
| Issue date: |
7/5/2023 |
| Last trading day: |
6/21/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.67 |
| Intrinsic value: |
0.67 |
| Implied volatility: |
1.36 |
| Historic volatility: |
0.36 |
| Parity: |
0.67 |
| Time value: |
0.04 |
| Break-even: |
22.10 |
| Moneyness: |
1.44 |
| Premium: |
0.02 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.04 |
| Spread %: |
5.97% |
| Delta: |
0.90 |
| Theta: |
-0.03 |
| Omega: |
2.74 |
| Rho: |
0.01 |
Quote data
| Open: |
0.690 |
| High: |
0.690 |
| Low: |
0.690 |
| Previous Close: |
0.680 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.82% |
| 1 Month |
|
|
-10.39% |
| 3 Months |
|
|
-8.00% |
| YTD |
|
|
-16.87% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.720 |
0.680 |
| 1M High / 1M Low: |
0.920 |
0.680 |
| 6M High / 6M Low: |
1.030 |
0.490 |
| High (YTD): |
1/30/2024 |
1.030 |
| Low (YTD): |
4/16/2024 |
0.510 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.706 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.777 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.749 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
85.78% |
| Volatility 6M: |
|
97.84% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
