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BVT Call 28 AXA 21.06.2024/  DE000VU1VL81  /

Frankfurt Zert./VONT
10/06/2024  19:40:26 Chg.-0.070 Bid09:10:32 Ask09:10:32 Underlying Strike price Expiration date Option type
0.460EUR -13.21% 0.450
Bid Size: 131,000		 0.460
Ask Size: 131,000		 AXA S.A. INH. EO... 28.00 EUR 21/06/2024 Call
 

Master data

WKN: VU1VL8
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: AXA S.A. INH. EO 2,29
Type: Warrant
Option type: Call
Strike price: 28.00 EUR
Maturity: 21/06/2024
Issue date: 09/01/2023
Last trading day: 21/06/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.82
Leverage: Yes

Calculated values

Fair value: 0.52
Intrinsic value: 0.52
Implied volatility: 1.03
Historic volatility: 0.16
Parity: 0.52
Time value: 0.05
Break-even: 33.70
Moneyness: 1.19
Premium: 0.02
Premium p.a.: 0.68
Spread abs.: 0.04
Spread %: 7.55%
Delta: 0.85
Theta: -0.06
Omega: 4.96
Rho: 0.01
 

Quote data

Open: 0.450
High: 0.470
Low: 0.420
Previous Close: 0.530
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -6.12%
1 Month
  -23.33%
3 Months
  -17.86%
YTD  
+84.00%
1 Year  
+142.11%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.540 0.460
1M High / 1M Low: 0.610 0.460
6M High / 6M Low: 0.710 0.221
High (YTD): 03/04/2024 0.710
Low (YTD): 11/01/2024 0.221
52W High: 03/04/2024 0.710
52W Low: 10/07/2023 0.108
Avg. price 1W:   0.512
Avg. volume 1W:   0.000
Avg. price 1M:   0.551
Avg. volume 1M:   0.000
Avg. price 6M:   0.462
Avg. volume 6M:   0.000
Avg. price 1Y:   0.334
Avg. volume 1Y:   0.000
Volatility 1M:   86.54%
Volatility 6M:   115.77%
Volatility 1Y:   133.79%
Volatility 3Y:   -