BVT Call 16 UTDI 21.06.2024
/ DE000VU9ENN7
BVT Call 16 UTDI 21.06.2024/ DE000VU9ENN7 /
| 2024-05-29 2:09:33 PM |
Chg.-0.020 |
Bid2024-05-29 |
Ask2024-05-29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.590EUR |
-3.28% |
0.590
Bid Size: 47,000 |
0.600
Ask Size: 47,000 |
UTD.INTERNET AG NA |
16.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
VU9ENN |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
UTD.INTERNET AG NA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
16.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-05 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.61 |
| Intrinsic value: |
0.60 |
| Implied volatility: |
1.23 |
| Historic volatility: |
0.36 |
| Parity: |
0.60 |
| Time value: |
0.05 |
| Break-even: |
22.50 |
| Moneyness: |
1.38 |
| Premium: |
0.02 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.04 |
| Spread %: |
6.56% |
| Delta: |
0.88 |
| Theta: |
-0.03 |
| Omega: |
3.00 |
| Rho: |
0.01 |
Quote data
| Open: |
0.600 |
| High: |
0.600 |
| Low: |
0.590 |
| Previous Close: |
0.610 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.35% |
| 1 Month |
|
|
-15.71% |
| 3 Months |
|
|
-10.61% |
| YTD |
|
|
-19.18% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.630 |
0.610 |
| 1M High / 1M Low: |
0.830 |
0.610 |
| 6M High / 6M Low: |
0.940 |
0.420 |
| High (YTD): |
2024-01-30 |
0.940 |
| Low (YTD): |
2024-04-16 |
0.420 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.616 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.683 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.654 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
102.73% |
| Volatility 6M: |
|
106.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
