BVT Call 250 PANW 21.06.2024
/ DE000VU9JA09
BVT Call 250 PANW 21.06.2024/ DE000VU9JA09 /
| 2024-06-19 8:48:51 AM |
Chg.-0.08 |
Bid9:22:07 AM |
Ask9:22:07 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.43EUR |
-1.23% |
6.35
Bid Size: 3,000 |
6.58
Ask Size: 3,000 |
Palo Alto Networks I... |
250.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VU9JA0 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Palo Alto Networks Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-06 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.25 |
| Intrinsic value: |
6.24 |
| Implied volatility: |
1.75 |
| Historic volatility: |
0.43 |
| Parity: |
6.24 |
| Time value: |
0.05 |
| Break-even: |
295.70 |
| Moneyness: |
1.27 |
| Premium: |
0.00 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.01 |
| Spread %: |
0.16% |
| Delta: |
0.97 |
| Theta: |
-0.65 |
| Omega: |
4.56 |
| Rho: |
0.01 |
Quote data
| Open: |
6.43 |
| High: |
6.43 |
| Low: |
6.43 |
| Previous Close: |
6.51 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.81% |
| 1 Month |
|
|
-1.08% |
| 3 Months |
|
|
+49.53% |
| YTD |
|
|
+10.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.61 |
6.02 |
| 1M High / 1M Low: |
6.74 |
3.99 |
| 6M High / 6M Low: |
12.82 |
2.92 |
| High (YTD): |
2024-02-12 |
12.82 |
| Low (YTD): |
2024-04-05 |
2.92 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.39 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.48 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.19 |
| Avg. volume 6M: |
|
.10 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
200.15% |
| Volatility 6M: |
|
201.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
