BVT Call 155 PRG 21.06.2024
/ DE000VU1KP31
BVT Call 155 PRG 21.06.2024/ DE000VU1KP31 /
6/14/2024 8:28:03 AM |
Chg.+0.14 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.09EUR |
+14.74% |
- Bid Size: - |
- Ask Size: - |
PROCTER GAMBLE |
155.00 - |
6/21/2024 |
Call |
Master data
WKN: |
VU1KP3 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
PROCTER GAMBLE |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
155.00 - |
Maturity: |
6/21/2024 |
Issue date: |
1/4/2023 |
Last trading day: |
6/21/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
14.04 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.15 |
Intrinsic value: |
0.08 |
Implied volatility: |
1.34 |
Historic volatility: |
0.13 |
Parity: |
0.08 |
Time value: |
1.03 |
Break-even: |
166.10 |
Moneyness: |
1.01 |
Premium: |
0.07 |
Premium p.a.: |
47.96 |
Spread abs.: |
0.01 |
Spread %: |
0.91% |
Delta: |
0.55 |
Theta: |
-0.89 |
Omega: |
7.69 |
Rho: |
0.01 |
Quote data
Open: |
1.09 |
High: |
1.09 |
Low: |
1.09 |
Previous Close: |
0.95 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-15.50% |
1 Month |
|
|
-1.80% |
3 Months |
|
|
+17.20% |
YTD |
|
|
+230.30% |
1 Year |
|
|
+25.29% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.22 |
0.95 |
1M High / 1M Low: |
1.30 |
0.65 |
6M High / 6M Low: |
1.30 |
0.26 |
High (YTD): |
5/22/2024 |
1.30 |
Low (YTD): |
1/5/2024 |
0.36 |
52W High: |
5/22/2024 |
1.30 |
52W Low: |
12/15/2023 |
0.26 |
Avg. price 1W: |
|
1.11 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.08 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
0.78 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
0.81 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
233.39% |
Volatility 6M: |
|
206.90% |
Volatility 1Y: |
|
178.08% |
Volatility 3Y: |
|
- |