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BVT Call 24 AXA 21.06.2024/  DE000VU43Y18  /

EUWAX
06/06/2024  08:18:29 Chg.+0.010 Bid20:05:14 Ask20:05:14 Underlying Strike price Expiration date Option type
0.930EUR +1.09% 0.930
Bid Size: 7,000		 0.970
Ask Size: 7,000		 AXA S.A. INH. EO... 24.00 EUR 21/06/2024 Call
 

Master data

WKN: VU43Y1
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: AXA S.A. INH. EO 2,29
Type: Warrant
Option type: Call
Strike price: 24.00 EUR
Maturity: 21/06/2024
Issue date: 21/03/2023
Last trading day: 21/06/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.34
Leverage: Yes

Calculated values

Fair value: 0.91
Intrinsic value: 0.91
Implied volatility: 1.60
Historic volatility: 0.16
Parity: 0.91
Time value: 0.08
Break-even: 33.90
Moneyness: 1.38
Premium: 0.02
Premium p.a.: 0.77
Spread abs.: 0.04
Spread %: 4.21%
Delta: 0.88
Theta: -0.07
Omega: 2.93
Rho: 0.01
 

Quote data

Open: 0.930
High: 0.930
Low: 0.930
Previous Close: 0.920
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.20%
1 Month  
+19.23%
3 Months  
+5.68%
YTD  
+52.46%
1 Year  
+78.85%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.950 0.910
1M High / 1M Low: 1.000 0.780
6M High / 6M Low: 1.110 0.570
High (YTD): 04/04/2024 1.110
Low (YTD): 11/01/2024 0.570
52W High: 04/04/2024 1.110
52W Low: 10/07/2023 0.340
Avg. price 1W:   0.926
Avg. volume 1W:   0.000
Avg. price 1M:   0.939
Avg. volume 1M:   0.000
Avg. price 6M:   0.835
Avg. volume 6M:   0.000
Avg. price 1Y:   0.663
Avg. volume 1Y:   0.000
Volatility 1M:   62.96%
Volatility 6M:   59.55%
Volatility 1Y:   73.26%
Volatility 3Y:   -