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BVT Call 300 MUV2 21.06.2024/  DE000VU1D9W9  /

EUWAX
6/4/2024  8:27:10 AM Chg.-0.19 Bid1:09:24 PM Ask1:09:24 PM Underlying Strike price Expiration date Option type
15.78EUR -1.19% 15.26
Bid Size: 7,000		 15.27
Ask Size: 7,000		 MUENCH.RUECKVERS.VNA... 300.00 EUR 6/21/2024 Call
 

Master data

WKN: VU1D9W
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: MUENCH.RUECKVERS.VNA O.N.
Type: Warrant
Option type: Call
Strike price: 300.00 EUR
Maturity: 6/21/2024
Issue date: 1/4/2023
Last trading day: 6/21/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.86
Leverage: Yes

Calculated values

Fair value: 15.86
Intrinsic value: 15.81
Implied volatility: 1.12
Historic volatility: 0.17
Parity: 15.81
Time value: 0.19
Break-even: 460.00
Moneyness: 1.53
Premium: 0.00
Premium p.a.: 0.09
Spread abs.: 0.19
Spread %: 1.20%
Delta: 0.97
Theta: -0.25
Omega: 2.78
Rho: 0.13
 

Quote data

Open: 15.78
High: 15.78
Low: 15.78
Previous Close: 15.97
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.66%
1 Month  
+39.52%
3 Months  
+22.14%
YTD  
+90.12%
1 Year  
+141.28%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 16.38 15.58
1M High / 1M Low: 16.38 10.56
6M High / 6M Low: 16.38 8.10
High (YTD): 5/28/2024 16.38
Low (YTD): 1/11/2024 8.10
52W High: 5/28/2024 16.38
52W Low: 7/10/2023 5.01
Avg. price 1W:   15.89
Avg. volume 1W:   0.00
Avg. price 1M:   14.93
Avg. volume 1M:   0.00
Avg. price 6M:   11.88
Avg. volume 6M:   0.00
Avg. price 1Y:   9.58
Avg. volume 1Y:   0.00
Volatility 1M:   71.14%
Volatility 6M:   69.36%
Volatility 1Y:   64.55%
Volatility 3Y:   -