OverviewChartNewsTraderScreen

BVT Call 350 MUV2 21.06.2024/  DE000VU1EA10  /

Frankfurt Zert./VONT
2024-06-18  7:43:43 PM Chg.+0.440 Bid9:58:07 PM Ask9:58:07 PM Underlying Strike price Expiration date Option type
11.370EUR +4.03% -
Bid Size: -		 -
Ask Size: -		 MUENCH.RUECKVERS.VNA... 350.00 EUR 2024-06-21 Call
 

Master data

WKN: VU1EA1
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: MUENCH.RUECKVERS.VNA O.N.
Type: Warrant
Option type: Call
Strike price: 350.00 EUR
Maturity: 2024-06-21
Issue date: 2023-01-04
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.14
Leverage: Yes

Calculated values

Fair value: 10.83
Intrinsic value: 10.82
Implied volatility: 2.04
Historic volatility: 0.17
Parity: 10.82
Time value: 0.25
Break-even: 460.70
Moneyness: 1.31
Premium: 0.01
Premium p.a.: 0.94
Spread abs.: 0.19
Spread %: 1.75%
Delta: 0.94
Theta: -1.73
Omega: 3.89
Rho: 0.03
 

Quote data

Open: 11.030
High: 11.370
Low: 11.030
Previous Close: 10.930
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+3.36%
1 Month  
+3.46%
3 Months  
+16.50%
YTD  
+194.56%
1 Year  
+419.18%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 11.820 10.800
1M High / 1M Low: 11.820 10.210
6M High / 6M Low: 11.820 3.670
High (YTD): 2024-06-12 11.820
Low (YTD): 2024-01-11 3.670
52W High: 2024-06-12 11.820
52W Low: 2023-07-10 1.940
Avg. price 1W:   11.172
Avg. volume 1W:   0.000
Avg. price 1M:   11.033
Avg. volume 1M:   0.000
Avg. price 6M:   7.606
Avg. volume 6M:   0.000
Avg. price 1Y:   5.674
Avg. volume 1Y:   0.000
Volatility 1M:   62.64%
Volatility 6M:   102.05%
Volatility 1Y:   101.20%
Volatility 3Y:   -