BVT Call 36 CRIN 20.06.2024
/ DE000VD0W286
BVT Call 36 CRIN 20.06.2024/ DE000VD0W286 /
| 2024-06-14 12:21:30 PM |
Chg.-0.429 |
Bid8:48:18 PM |
Ask8:48:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.051EUR |
-89.38% |
0.026
Bid Size: 10,000 |
0.064
Ask Size: 10,000 |
UNICREDIT |
36.00 EUR |
2024-06-20 |
Call |
Master data
| WKN: |
VD0W28 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
UNICREDIT |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
36.00 EUR |
| Maturity: |
2024-06-20 |
| Issue date: |
2024-02-26 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
196.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.25 |
| Parity: |
-1.56 |
| Time value: |
0.18 |
| Break-even: |
36.18 |
| Moneyness: |
0.96 |
| Premium: |
0.05 |
| Premium p.a.: |
18.71 |
| Spread abs.: |
0.17 |
| Spread %: |
17,400.00% |
| Delta: |
0.19 |
| Theta: |
-0.04 |
| Omega: |
37.93 |
| Rho: |
0.00 |
Quote data
| Open: |
0.051 |
| High: |
0.051 |
| Low: |
0.051 |
| Previous Close: |
0.480 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-94.80% |
| 1 Month |
|
|
-96.17% |
| 3 Months |
|
|
-86.22% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.980 |
0.440 |
| 1M High / 1M Low: |
1.600 |
0.440 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.718 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.094 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
346.94% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
