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BVT Call 150 ADS 21.06.2024/  DE000VU1DWR8  /

Frankfurt Zert./VONT
2024-05-28  7:45:33 PM Chg.-0.090 Bid8:27:05 PM Ask8:27:05 PM Underlying Strike price Expiration date Option type
7.250EUR -1.23% 7.220
Bid Size: 3,000		 7.310
Ask Size: 3,000		 ADIDAS AG NA O.N. 150.00 EUR 2024-06-21 Call
 

Master data

WKN: VU1DWR
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: ADIDAS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 150.00 EUR
Maturity: 2024-06-21
Issue date: 2023-01-04
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.00
Leverage: Yes

Calculated values

Fair value: 7.31
Intrinsic value: 7.27
Implied volatility: 0.98
Historic volatility: 0.29
Parity: 7.27
Time value: 0.15
Break-even: 224.20
Moneyness: 1.48
Premium: 0.01
Premium p.a.: 0.11
Spread abs.: 0.09
Spread %: 1.23%
Delta: 0.96
Theta: -0.12
Omega: 2.87
Rho: 0.09
 

Quote data

Open: 7.260
High: 7.330
Low: 7.160
Previous Close: 7.340
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -8.11%
1 Month
  -10.93%
3 Months  
+66.28%
YTD  
+77.70%
1 Year  
+162.68%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.890 7.280
1M High / 1M Low: 8.280 7.280
6M High / 6M Low: 8.280 2.390
High (YTD): 2024-04-29 8.280
Low (YTD): 2024-01-18 2.390
52W High: 2024-04-29 8.280
52W Low: 2024-01-18 2.390
Avg. price 1W:   7.508
Avg. volume 1W:   0.000
Avg. price 1M:   7.643
Avg. volume 1M:   0.000
Avg. price 6M:   4.993
Avg. volume 6M:   0.000
Avg. price 1Y:   4.340
Avg. volume 1Y:   0.000
Volatility 1M:   48.33%
Volatility 6M:   114.85%
Volatility 1Y:   113.11%
Volatility 3Y:   -