BVT Call 150 PRG 21.06.2024
/ DE000VU1KQB9
BVT Call 150 PRG 21.06.2024/ DE000VU1KQB9 /
2024-06-18 4:42:44 PM |
Chg.-0.120 |
Bid7:19:19 PM |
Ask7:19:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.620EUR |
-6.90% |
1.700 Bid Size: 51,000 |
1.710 Ask Size: 51,000 |
PROCTER GAMBLE |
150.00 - |
2024-06-21 |
Call |
Master data
WKN: |
VU1KQB |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
PROCTER GAMBLE |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
150.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2023-01-04 |
Last trading day: |
2024-06-21 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
9.40 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.60 |
Intrinsic value: |
0.60 |
Implied volatility: |
2.42 |
Historic volatility: |
0.13 |
Parity: |
0.60 |
Time value: |
1.06 |
Break-even: |
166.60 |
Moneyness: |
1.04 |
Premium: |
0.07 |
Premium p.a.: |
0.00 |
Spread abs.: |
0.01 |
Spread %: |
0.61% |
Delta: |
0.61 |
Theta: |
-2.19 |
Omega: |
5.76 |
Rho: |
0.01 |
Quote data
Open: |
1.640 |
High: |
1.640 |
Low: |
1.620 |
Previous Close: |
1.740 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+1.89% |
1 Month |
|
|
-3.57% |
3 Months |
|
|
+27.56% |
YTD |
|
|
+224.00% |
1 Year |
|
|
+37.29% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.740 |
1.430 |
1M High / 1M Low: |
1.740 |
1.180 |
6M High / 6M Low: |
1.750 |
0.450 |
High (YTD): |
2024-05-16 |
1.750 |
Low (YTD): |
2024-01-22 |
0.550 |
52W High: |
2024-05-16 |
1.750 |
52W Low: |
2023-12-15 |
0.430 |
Avg. price 1W: |
|
1.580 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.520 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.140 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.118 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
140.89% |
Volatility 6M: |
|
155.51% |
Volatility 1Y: |
|
144.74% |
Volatility 3Y: |
|
- |