BVT Call 27 AXA 21.06.2024
/ DE000VU1VL73
BVT Call 27 AXA 21.06.2024/ DE000VU1VL73 /
| 6/10/2024 7:54:15 PM |
Chg.-0.060 |
Bid9:54:14 PM |
Ask9:54:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.570EUR |
-9.52% |
-
Bid Size: - |
-
Ask Size: - |
AXA S.A. INH. EO... |
27.00 EUR |
6/21/2024 |
Call |
Master data
| WKN: |
VU1VL7 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
AXA S.A. INH. EO 2,29 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
27.00 EUR |
| Maturity: |
6/21/2024 |
| Issue date: |
1/9/2023 |
| Last trading day: |
6/21/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.62 |
| Intrinsic value: |
0.62 |
| Implied volatility: |
1.17 |
| Historic volatility: |
0.16 |
| Parity: |
0.62 |
| Time value: |
0.05 |
| Break-even: |
33.70 |
| Moneyness: |
1.23 |
| Premium: |
0.02 |
| Premium p.a.: |
0.68 |
| Spread abs.: |
0.04 |
| Spread %: |
6.35% |
| Delta: |
0.87 |
| Theta: |
-0.07 |
| Omega: |
4.30 |
| Rho: |
0.01 |
Quote data
| Open: |
0.550 |
| High: |
0.570 |
| Low: |
0.520 |
| Previous Close: |
0.630 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.39% |
| 1 Month |
|
|
-18.57% |
| 3 Months |
|
|
-12.31% |
| YTD |
|
|
+72.73% |
| 1 Year |
|
|
+128.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.640 |
0.570 |
| 1M High / 1M Low: |
0.700 |
0.570 |
| 6M High / 6M Low: |
0.810 |
0.300 |
| High (YTD): |
4/3/2024 |
0.810 |
| Low (YTD): |
1/11/2024 |
0.300 |
| 52W High: |
4/3/2024 |
0.810 |
| 52W Low: |
7/10/2023 |
0.150 |
| Avg. price 1W: |
|
0.614 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.650 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.555 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.412 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
69.51% |
| Volatility 6M: |
|
95.37% |
| Volatility 1Y: |
|
112.32% |
| Volatility 3Y: |
|
- |
