BVT Call 33 BAC 21.06.2024
/ DE000VU9BR81
BVT Call 33 BAC 21.06.2024/ DE000VU9BR81 /
| 2024-06-14 8:28:50 AM |
Chg.+0.010 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.610EUR |
+1.67% |
-
Bid Size: - |
-
Ask Size: - |
Bank of America Corp... |
33.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VU9BR8 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Bank of America Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
33.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-04 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.58 |
| Intrinsic value: |
0.58 |
| Implied volatility: |
0.97 |
| Historic volatility: |
0.21 |
| Parity: |
0.58 |
| Time value: |
0.02 |
| Break-even: |
36.83 |
| Moneyness: |
1.19 |
| Premium: |
0.00 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.01 |
| Spread %: |
1.69% |
| Delta: |
0.93 |
| Theta: |
-0.05 |
| Omega: |
5.67 |
| Rho: |
0.00 |
Quote data
| Open: |
0.610 |
| High: |
0.610 |
| Low: |
0.610 |
| Previous Close: |
0.600 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.61% |
| 1 Month |
|
|
+8.93% |
| 3 Months |
|
|
+74.29% |
| YTD |
|
|
+110.34% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.640 |
0.560 |
| 1M High / 1M Low: |
0.660 |
0.510 |
| 6M High / 6M Low: |
0.660 |
0.136 |
| High (YTD): |
2024-06-03 |
0.660 |
| Low (YTD): |
2024-01-18 |
0.136 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.608 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.600 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.373 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
141.06% |
| Volatility 6M: |
|
166.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
