BVT Call 18.5 UTDI 21.06.2024
/ DE000VM0UK24
BVT Call 18.5 UTDI 21.06.2024/ DE000VM0UK24 /
29/05/2024 19:40:13 |
Chg.-0.030 |
Bid20:32:31 |
Ask20:32:31 |
Underlying |
Strike price |
Expiration date |
Option type |
0.330EUR |
-8.33% |
- Bid Size: - |
- Ask Size: - |
UTD.INTERNET AG NA |
18.50 EUR |
21/06/2024 |
Call |
Master data
WKN: |
VM0UK2 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
UTD.INTERNET AG NA |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
18.50 EUR |
Maturity: |
21/06/2024 |
Issue date: |
04/08/2023 |
Last trading day: |
21/06/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
5.51 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.36 |
Intrinsic value: |
0.35 |
Implied volatility: |
0.81 |
Historic volatility: |
0.36 |
Parity: |
0.35 |
Time value: |
0.05 |
Break-even: |
22.50 |
Moneyness: |
1.19 |
Premium: |
0.02 |
Premium p.a.: |
0.41 |
Spread abs.: |
0.04 |
Spread %: |
11.11% |
Delta: |
0.83 |
Theta: |
-0.03 |
Omega: |
4.59 |
Rho: |
0.01 |
Quote data
Open: |
0.360 |
High: |
0.360 |
Low: |
0.330 |
Previous Close: |
0.360 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-8.33% |
1 Month |
|
|
-21.43% |
3 Months |
|
|
-23.26% |
YTD |
|
|
-36.54% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.370 |
0.330 |
1M High / 1M Low: |
0.580 |
0.330 |
6M High / 6M Low: |
0.700 |
0.205 |
High (YTD): |
30/01/2024 |
0.700 |
Low (YTD): |
16/04/2024 |
0.205 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.358 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.429 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.431 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
159.49% |
Volatility 6M: |
|
171.55% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |