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BVT Call 24 UBSG 21.06.2024/  DE000VV5L6U3  /

Frankfurt Zert./VONT
2024-06-05  4:45:25 PM Chg.+0.130 Bid7:42:21 PM Ask7:42:21 PM Underlying Strike price Expiration date Option type
4.130EUR +3.25% 4.140
Bid Size: 3,000		 4.360
Ask Size: 3,000		 UBS GROUP N 24.00 CHF 2024-06-21 Call
 

Master data

WKN: VV5L6U
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: UBS GROUP N
Type: Warrant
Option type: Call
Strike price: 24.00 CHF
Maturity: 2024-06-21
Issue date: 2022-07-21
Last trading day: 2024-06-21
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 6.60
Leverage: Yes

Calculated values

Fair value: 3.95
Intrinsic value: 3.91
Implied volatility: 0.76
Historic volatility: 0.23
Parity: 3.91
Time value: 0.44
Break-even: 29.13
Moneyness: 1.16
Premium: 0.02
Premium p.a.: 0.41
Spread abs.: 0.29
Spread %: 7.14%
Delta: 0.84
Theta: -0.04
Omega: 5.57
Rho: 0.01
 

Quote data

Open: 4.040
High: 4.130
Low: 4.040
Previous Close: 4.000
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+1.98%
1 Month  
+188.81%
3 Months  
+81.14%
YTD  
+22.19%
1 Year  
+760.42%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.610 4.000
1M High / 1M Low: 4.610 1.620
6M High / 6M Low: 4.700 1.220
High (YTD): 2024-04-04 4.700
Low (YTD): 2024-04-30 1.220
52W High: 2024-04-04 4.700
52W Low: 2023-07-06 0.230
Avg. price 1W:   4.322
Avg. volume 1W:   0.000
Avg. price 1M:   3.738
Avg. volume 1M:   0.000
Avg. price 6M:   2.902
Avg. volume 6M:   0.000
Avg. price 1Y:   1.931
Avg. volume 1Y:   195.652
Volatility 1M:   329.01%
Volatility 6M:   201.05%
Volatility 1Y:   186.21%
Volatility 3Y:   -