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BVT Call 180 TXN 21.06.2024/  DE000VU9LJM2  /

Frankfurt Zert./VONT
2024-06-14  10:31:27 AM Chg.-0.130 Bid12:51:42 PM Ask12:51:42 PM Underlying Strike price Expiration date Option type
1.500EUR -7.98% 1.550
Bid Size: 6,000		 1.660
Ask Size: 6,000		 Texas Instruments In... 180.00 USD 2024-06-21 Call
 

Master data

WKN: VU9LJM
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Texas Instruments Incorporated
Type: Warrant
Option type: Call
Strike price: 180.00 USD
Maturity: 2024-06-21
Issue date: 2023-07-07
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.57
Leverage: Yes

Calculated values

Fair value: 1.53
Intrinsic value: 1.52
Implied volatility: 0.48
Historic volatility: 0.22
Parity: 1.52
Time value: 0.06
Break-even: 183.44
Moneyness: 1.09
Premium: 0.00
Premium p.a.: 0.20
Spread abs.: 0.01
Spread %: 0.64%
Delta: 0.91
Theta: -0.16
Omega: 10.53
Rho: 0.03
 

Quote data

Open: 1.500
High: 1.500
Low: 1.500
Previous Close: 1.630
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -5.06%
1 Month  
+20.97%
3 Months  
+158.62%
YTD  
+78.57%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.940 1.580
1M High / 1M Low: 2.130 1.240
6M High / 6M Low: 2.130 0.221
High (YTD): 2024-05-22 2.130
Low (YTD): 2024-04-19 0.221
52W High: - -
52W Low: - -
Avg. price 1W:   1.682
Avg. volume 1W:   0.000
Avg. price 1M:   1.646
Avg. volume 1M:   0.000
Avg. price 6M:   0.740
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   202.10%
Volatility 6M:   266.94%
Volatility 1Y:   -
Volatility 3Y:   -