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BVT Call 300 MUV2 21.06.2024/  DE000VU1D9W9  /

EUWAX
2024-05-29  8:26:46 AM Chg.-0.56 Bid1:34:55 PM Ask1:34:55 PM Underlying Strike price Expiration date Option type
15.82EUR -3.42% 15.92
Bid Size: 7,000		 15.93
Ask Size: 7,000		 MUENCH.RUECKVERS.VNA... 300.00 EUR 2024-06-21 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: 2024-06-21
Issue date: 2023-01-04
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.85
Leverage: Yes

Calculated values

Fair value: 15.99
Intrinsic value: 15.92
Implied volatility: 0.97
Historic volatility: 0.17
Parity: 15.92
Time value: 0.21
Break-even: 461.30
Moneyness: 1.53
Premium: 0.00
Premium p.a.: 0.08
Spread abs.: 0.19
Spread %: 1.19%
Delta: 0.97
Theta: -0.19
Omega: 2.76
Rho: 0.18
 

Quote data

Open: 15.82
High: 15.82
Low: 15.82
Previous Close: 16.38
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.29%
1 Month  
+34.18%
3 Months  
+23.02%
YTD  
+90.60%
1 Year  
+164.11%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 16.38 15.41
1M High / 1M Low: 16.38 10.56
6M High / 6M Low: 16.38 8.10
High (YTD): 2024-05-28 16.38
Low (YTD): 2024-01-11 8.10
52W High: 2024-05-28 16.38
52W Low: 2023-07-10 5.01
Avg. price 1W:   16.13
Avg. volume 1W:   0.00
Avg. price 1M:   14.13
Avg. volume 1M:   0.00
Avg. price 6M:   11.71
Avg. volume 6M:   0.00
Avg. price 1Y:   9.42
Avg. volume 1Y:   0.00
Volatility 1M:   75.11%
Volatility 6M:   69.42%
Volatility 1Y:   64.64%
Volatility 3Y:   -