BVT Call 28 CRIN 20.06.2024
/ DE000VM0EBR2
BVT Call 28 CRIN 20.06.2024/ DE000VM0EBR2 /
| 2024-06-17 7:45:03 PM |
Chg.+0.780 |
Bid9:59:54 PM |
Ask9:59:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.360EUR |
+17.03% |
-
Bid Size: - |
-
Ask Size: - |
UNICREDIT |
28.00 EUR |
2024-06-20 |
Call |
Master data
| WKN: |
VM0EBR |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
UNICREDIT |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
28.00 EUR |
| Maturity: |
2024-06-20 |
| Issue date: |
2023-07-27 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.54 |
| Intrinsic value: |
4.54 |
| Implied volatility: |
0.97 |
| Historic volatility: |
0.26 |
| Parity: |
4.54 |
| Time value: |
0.06 |
| Break-even: |
32.59 |
| Moneyness: |
1.16 |
| Premium: |
0.00 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.25 |
| Spread %: |
5.76% |
| Delta: |
0.96 |
| Theta: |
-0.04 |
| Omega: |
6.81 |
| Rho: |
0.00 |
Quote data
| Open: |
5.120 |
| High: |
5.360 |
| Low: |
5.120 |
| Previous Close: |
4.580 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.43% |
| 1 Month |
|
|
-36.42% |
| 3 Months |
|
|
-0.56% |
| YTD |
|
|
+676.81% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.760 |
4.580 |
| 1M High / 1M Low: |
9.010 |
4.580 |
| 6M High / 6M Low: |
9.010 |
0.630 |
| High (YTD): |
2024-06-03 |
9.010 |
| Low (YTD): |
2024-01-03 |
0.770 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.210 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
7.909 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.787 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
172.01% |
| Volatility 6M: |
|
184.28% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
