OverviewChartNewsTraderScreen

BVT Call 170 CMC 21.06.2024/  DE000VV83A99  /

Frankfurt Zert./VONT
2024-06-20  8:05:00 PM Chg.+0.090 Bid8:06:06 PM Ask8:06:06 PM Underlying Strike price Expiration date Option type
2.700EUR +3.45% 2.700
Bid Size: 24,000		 2.710
Ask Size: 24,000		 JPMORGAN CHASE ... 170.00 - 2024-06-21 Call
 

Master data

WKN: VV83A9
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: JPMORGAN CHASE DL 1
Type: Warrant
Option type: Call
Strike price: 170.00 -
Maturity: 2024-06-21
Issue date: 2022-11-02
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.81
Leverage: Yes

Calculated values

Fair value: 1.33
Intrinsic value: 1.33
Implied volatility: 5.31
Historic volatility: 0.16
Parity: 1.33
Time value: 1.36
Break-even: 196.90
Moneyness: 1.08
Premium: 0.07
Premium p.a.: 0.00
Spread abs.: 0.08
Spread %: 3.07%
Delta: 0.66
Theta: -9.35
Omega: 4.49
Rho: 0.00
 

Quote data

Open: 2.570
High: 2.700
Low: 2.480
Previous Close: 2.610
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+21.62%
1 Month
  -0.37%
3 Months
  -0.37%
YTD  
+172.73%
1 Year  
+610.53%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.610 2.170
1M High / 1M Low: 3.030 2.140
6M High / 6M Low: 3.270 0.750
High (YTD): 2024-05-17 3.270
Low (YTD): 2024-01-18 0.750
52W High: 2024-05-17 3.270
52W Low: 2023-10-27 0.170
Avg. price 1W:   2.360
Avg. volume 1W:   0.000
Avg. price 1M:   2.630
Avg. volume 1M:   0.000
Avg. price 6M:   1.966
Avg. volume 6M:   0.000
Avg. price 1Y:   1.193
Avg. volume 1Y:   0.000
Volatility 1M:   117.41%
Volatility 6M:   139.71%
Volatility 1Y:   142.24%
Volatility 3Y:   -