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BVT Call 2650 PCE1 21.06.2024/  DE000VU1TX40  /

EUWAX
2024-06-14  8:46:21 AM Chg.-0.42 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
11.27EUR -3.59% -
Bid Size: -		 -
Ask Size: -		 BOOKING HLDGS DL... 2,650.00 - 2024-06-21 Call
 

Master data

WKN: VU1TX4
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: BOOKING HLDGS DL-,008
Type: Warrant
Option type: Call
Strike price: 2,650.00 -
Maturity: 2024-06-21
Issue date: 2023-01-06
Last trading day: 2024-06-21
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 3.17
Leverage: Yes

Calculated values

Fair value: 9.57
Intrinsic value: 9.55
Implied volatility: 3.34
Historic volatility: 0.24
Parity: 9.55
Time value: 1.82
Break-even: 3,787.00
Moneyness: 1.36
Premium: 0.05
Premium p.a.: 19.00
Spread abs.: 0.02
Spread %: 0.18%
Delta: 0.82
Theta: -33.36
Omega: 2.62
Rho: 0.30
 

Quote data

Open: 11.27
High: 11.27
Low: 11.27
Previous Close: 11.69
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.33%
1 Month  
+6.22%
3 Months  
+35.95%
YTD  
+23.03%
1 Year  
+201.34%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 11.69 10.60
1M High / 1M Low: 11.69 9.86
6M High / 6M Low: 11.69 7.35
High (YTD): 2024-06-13 11.69
Low (YTD): 2024-04-19 7.35
52W High: 2024-06-13 11.69
52W Low: 2023-11-03 3.47
Avg. price 1W:   11.04
Avg. volume 1W:   0.00
Avg. price 1M:   10.60
Avg. volume 1M:   0.00
Avg. price 6M:   9.27
Avg. volume 6M:   0.00
Avg. price 1Y:   7.47
Avg. volume 1Y:   0.00
Volatility 1M:   63.73%
Volatility 6M:   80.11%
Volatility 1Y:   101.41%
Volatility 3Y:   -