BVT Call 160 ADS 21.06.2024
/ DE000VU1LG56
BVT Call 160 ADS 21.06.2024/ DE000VU1LG56 /
| 5/29/2024 8:38:50 AM |
Chg.-0.16 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.17EUR |
-2.53% |
-
Bid Size: - |
-
Ask Size: - |
ADIDAS AG NA O.N. |
160.00 EUR |
6/21/2024 |
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: |
6/21/2024 |
| Issue date: |
1/5/2023 |
| Last trading day: |
6/21/2024 |
| 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: |
6.17 |
| High: |
6.17 |
| Low: |
6.17 |
| Previous Close: |
6.33 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.06% |
| 1 Month |
|
|
-14.54% |
| 3 Months |
|
|
+77.81% |
| YTD |
|
|
+87.54% |
| 1 Year |
|
|
+192.42% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.86 |
6.16 |
| 1M High / 1M Low: |
7.27 |
6.16 |
| 6M High / 6M Low: |
7.27 |
1.37 |
| High (YTD): |
5/16/2024 |
7.27 |
| Low (YTD): |
2/1/2024 |
1.37 |
| 52W High: |
5/16/2024 |
7.27 |
| 52W Low: |
2/1/2024 |
1.37 |
| Avg. price 1W: |
|
6.49 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.68 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.13 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.58 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
58.92% |
| Volatility 6M: |
|
183.38% |
| Volatility 1Y: |
|
156.48% |
| Volatility 3Y: |
|
- |
