BVT Call 300 PANW 21.06.2024
/ DE000VU9JA17
BVT Call 300 PANW 21.06.2024/ DE000VU9JA17 /
2024-06-18 8:48:51 AM |
Chg.+0.16 |
Bid7:39:02 PM |
Ask7:39:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.88EUR |
+9.30% |
1.71 Bid Size: 11,000 |
1.72 Ask Size: 11,000 |
Palo Alto Networks I... |
300.00 USD |
2024-06-21 |
Call |
Master data
WKN: |
VU9JA1 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Palo Alto Networks Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
300.00 USD |
Maturity: |
2024-06-21 |
Issue date: |
2023-07-06 |
Last trading day: |
2024-06-21 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
15.50 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.86 |
Intrinsic value: |
1.82 |
Implied volatility: |
0.59 |
Historic volatility: |
0.43 |
Parity: |
1.82 |
Time value: |
0.10 |
Break-even: |
298.53 |
Moneyness: |
1.07 |
Premium: |
0.00 |
Premium p.a.: |
0.48 |
Spread abs.: |
0.01 |
Spread %: |
0.52% |
Delta: |
0.89 |
Theta: |
-0.53 |
Omega: |
13.77 |
Rho: |
0.02 |
Quote data
Open: |
1.88 |
High: |
1.88 |
Low: |
1.88 |
Previous Close: |
1.72 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+56.67% |
1 Month |
|
|
-34.04% |
3 Months |
|
|
+5.03% |
YTD |
|
|
-37.33% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.88 |
1.20 |
1M High / 1M Low: |
2.92 |
0.52 |
6M High / 6M Low: |
8.85 |
0.52 |
High (YTD): |
2024-02-12 |
8.85 |
Low (YTD): |
2024-06-05 |
0.52 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.63 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.40 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.02 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
458.65% |
Volatility 6M: |
|
303.37% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |