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BVT Call 350 MUV2 21.06.2024/  DE000VU1EA10  /

EUWAX
19/06/2024  08:27:12 Chg.+0.38 Bid13:54:32 Ask13:54:32 Underlying Strike price Expiration date Option type
11.42EUR +3.44% 11.22
Bid Size: 7,000		 11.23
Ask Size: 7,000		 MUENCH.RUECKVERS.VNA... 350.00 EUR 21/06/2024 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: 21/06/2024
Issue date: 04/01/2023
Last trading day: 21/06/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.01
Leverage: Yes

Calculated values

Fair value: 11.30
Intrinsic value: 11.29
Implied volatility: 2.60
Historic volatility: 0.17
Parity: 11.29
Time value: 0.26
Break-even: 465.50
Moneyness: 1.32
Premium: 0.01
Premium p.a.: 1.78
Spread abs.: 0.19
Spread %: 1.67%
Delta: 0.94
Theta: -2.72
Omega: 3.76
Rho: 0.02
 

Quote data

Open: 11.42
High: 11.42
Low: 11.42
Previous Close: 11.04
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.51%
1 Month  
+9.49%
3 Months  
+16.06%
YTD  
+191.33%
1 Year  
+449.04%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 11.75 10.71
1M High / 1M Low: 11.75 10.44
6M High / 6M Low: 11.75 3.69
High (YTD): 13/06/2024 11.75
Low (YTD): 11/01/2024 3.69
52W High: 13/06/2024 11.75
52W Low: 10/07/2023 1.94
Avg. price 1W:   11.22
Avg. volume 1W:   0.00
Avg. price 1M:   11.03
Avg. volume 1M:   0.00
Avg. price 6M:   7.60
Avg. volume 6M:   0.00
Avg. price 1Y:   5.67
Avg. volume 1Y:   0.00
Volatility 1M:   62.54%
Volatility 6M:   105.97%
Volatility 1Y:   104.63%
Volatility 3Y:   -