BVT Call 32 CRIN 20.06.2024
/ DE000VM84W51
BVT Call 32 CRIN 20.06.2024/ DE000VM84W51 /
| 2024-06-18 10:31:42 AM |
Chg.+0.410 |
Bid11:41:09 AM |
Ask11:41:09 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.970EUR |
+26.28% |
2.190
Bid Size: 12,000 |
2.210
Ask Size: 12,000 |
UNICREDIT |
32.00 EUR |
2024-06-20 |
Call |
Master data
| WKN: |
VM84W5 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
UNICREDIT |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
32.00 EUR |
| Maturity: |
2024-06-20 |
| Issue date: |
2024-01-26 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
18.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.17 |
| Intrinsic value: |
1.16 |
| Implied volatility: |
1.18 |
| Historic volatility: |
0.26 |
| Parity: |
1.16 |
| Time value: |
0.66 |
| Break-even: |
33.81 |
| Moneyness: |
1.04 |
| Premium: |
0.02 |
| Premium p.a.: |
34.53 |
| Spread abs.: |
0.24 |
| Spread %: |
15.29% |
| Delta: |
0.67 |
| Theta: |
-0.26 |
| Omega: |
12.35 |
| Rho: |
0.00 |
Quote data
| Open: |
1.970 |
| High: |
1.970 |
| Low: |
1.970 |
| Previous Close: |
1.560 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-36.66% |
| 1 Month |
|
|
-57.27% |
| 3 Months |
|
|
-7.08% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.810 |
0.960 |
| 1M High / 1M Low: |
5.120 |
0.960 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.388 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.023 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
394.63% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
