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BVT Call 27 AXA 21.06.2024/  DE000VU1VL73  /

Frankfurt Zert./VONT
2024-06-11  4:50:39 PM Chg.-0.080 Bid4:59:49 PM Ask4:59:49 PM Underlying Strike price Expiration date Option type
0.490EUR -14.04% 0.490
Bid Size: 131,000		 0.500
Ask Size: 131,000		 AXA S.A. INH. EO... 27.00 EUR 2024-06-21 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: 2024-06-21
Issue date: 2023-01-09
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.39
Leverage: Yes

Calculated values

Fair value: 0.54
Intrinsic value: 0.53
Implied volatility: 1.25
Historic volatility: 0.16
Parity: 0.53
Time value: 0.07
Break-even: 33.00
Moneyness: 1.20
Premium: 0.02
Premium p.a.: 1.11
Spread abs.: 0.04
Spread %: 7.14%
Delta: 0.84
Theta: -0.09
Omega: 4.50
Rho: 0.01
 

Quote data

Open: 0.560
High: 0.560
Low: 0.490
Previous Close: 0.570
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -16.95%
1 Month
  -30.00%
3 Months
  -24.62%
YTD  
+48.48%
1 Year  
+96.00%
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): 2024-04-03 0.810
Low (YTD): 2024-01-11 0.300
52W High: 2024-04-03 0.810
52W Low: 2023-07-10 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:   -