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BVT Call 32 AXA 21.06.2024/  DE000VU1YLL0  /

EUWAX
07/06/2024  08:24:13 Chg.+0.001 Bid15:45:26 Ask15:45:26 Underlying Strike price Expiration date Option type
0.144EUR +0.70% 0.128
Bid Size: 129,000		 0.138
Ask Size: 129,000		 AXA S.A. INH. EO... 32.00 EUR 21/06/2024 Call
 

Master data

WKN: VU1YLL
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: AXA S.A. INH. EO 2,29
Type: Warrant
Option type: Call
Strike price: 32.00 EUR
Maturity: 21/06/2024
Issue date: 10/01/2023
Last trading day: 21/06/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 17.31
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.14
Implied volatility: 0.41
Historic volatility: 0.16
Parity: 0.14
Time value: 0.05
Break-even: 33.93
Moneyness: 1.04
Premium: 0.02
Premium p.a.: 0.50
Spread abs.: 0.04
Spread %: 23.72%
Delta: 0.72
Theta: -0.03
Omega: 12.54
Rho: 0.01
 

Quote data

Open: 0.144
High: 0.144
Low: 0.144
Previous Close: 0.143
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.46%
1 Month  
+35.85%
3 Months
  -2.04%
YTD  
+176.92%
1 Year  
+105.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.162 0.129
1M High / 1M Low: 0.223 0.106
6M High / 6M Low: 0.320 0.032
High (YTD): 04/04/2024 0.320
Low (YTD): 15/01/2024 0.032
52W High: 04/04/2024 0.320
52W Low: 10/07/2023 0.024
Avg. price 1W:   0.142
Avg. volume 1W:   0.000
Avg. price 1M:   0.167
Avg. volume 1M:   0.000
Avg. price 6M:   0.140
Avg. volume 6M:   0.000
Avg. price 1Y:   0.097
Avg. volume 1Y:   0.000
Volatility 1M:   268.21%
Volatility 6M:   252.39%
Volatility 1Y:   231.82%
Volatility 3Y:   -