BVT Call 355 MUV2 21.06.2024
/ DE000VU9GA77
BVT Call 355 MUV2 21.06.2024/ DE000VU9GA77 /
| 2024-06-18 8:02:38 PM |
Chg.+0.420 |
Bid9:58:08 PM |
Ask9:58:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.860EUR |
+4.02% |
-
Bid Size: - |
-
Ask Size: - |
MUENCH.RUECKVERS.VNA... |
355.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
VU9GA7 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
MUENCH.RUECKVERS.VNA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
355.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-06 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
10.33 |
| Intrinsic value: |
10.32 |
| Implied volatility: |
1.96 |
| Historic volatility: |
0.17 |
| Parity: |
10.32 |
| Time value: |
0.25 |
| Break-even: |
460.70 |
| Moneyness: |
1.29 |
| Premium: |
0.01 |
| Premium p.a.: |
0.94 |
| Spread abs.: |
0.19 |
| Spread %: |
1.83% |
| Delta: |
0.94 |
| Theta: |
-1.71 |
| Omega: |
4.06 |
| Rho: |
0.03 |
Quote data
| Open: |
10.520 |
| High: |
10.870 |
| Low: |
10.520 |
| Previous Close: |
10.440 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.43% |
| 1 Month |
|
|
+3.92% |
| 3 Months |
|
|
+17.15% |
| YTD |
|
|
+212.07% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
11.310 |
10.270 |
| 1M High / 1M Low: |
11.310 |
9.710 |
| 6M High / 6M Low: |
11.310 |
3.310 |
| High (YTD): |
2024-06-12 |
11.310 |
| Low (YTD): |
2024-01-11 |
3.310 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
10.666 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
10.539 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
7.140 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
67.49% |
| Volatility 6M: |
|
110.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
