BVT Call 160 ADS 21.06.2024
/ DE000VU1LG56
BVT Call 160 ADS 21.06.2024/ DE000VU1LG56 /
| 30/05/2024 08:37:51 |
Chg.+0.54 |
Bid09:25:55 |
Ask09:25:55 |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.71EUR |
+8.75% |
6.97
Bid Size: 23,000 |
6.99
Ask Size: 23,000 |
ADIDAS AG NA O.N. |
160.00 EUR |
21/06/2024 |
Call |
Master data
| WKN: |
VU1LG5 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ADIDAS AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 EUR |
| Maturity: |
21/06/2024 |
| Issue date: |
05/01/2023 |
| Last trading day: |
21/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.27 |
| Intrinsic value: |
6.23 |
| Implied volatility: |
0.88 |
| Historic volatility: |
0.29 |
| Parity: |
6.23 |
| Time value: |
0.16 |
| Break-even: |
223.90 |
| Moneyness: |
1.39 |
| Premium: |
0.01 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.09 |
| Spread %: |
1.43% |
| Delta: |
0.95 |
| Theta: |
-0.13 |
| Omega: |
3.29 |
| Rho: |
0.09 |
Quote data
| Open: |
6.71 |
| High: |
6.71 |
| Low: |
6.71 |
| Previous Close: |
6.17 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.60% |
| 1 Month |
|
|
-7.70% |
| 3 Months |
|
|
+93.37% |
| YTD |
|
|
+103.95% |
| 1 Year |
|
|
+210.65% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.67 |
6.16 |
| 1M High / 1M Low: |
7.27 |
6.16 |
| 6M High / 6M Low: |
7.27 |
1.37 |
| High (YTD): |
16/05/2024 |
7.27 |
| Low (YTD): |
01/02/2024 |
1.37 |
| 52W High: |
16/05/2024 |
7.27 |
| 52W Low: |
01/02/2024 |
1.37 |
| Avg. price 1W: |
|
6.36 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.63 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.14 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.59 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
59.10% |
| Volatility 6M: |
|
183.42% |
| Volatility 1Y: |
|
156.51% |
| Volatility 3Y: |
|
- |
