BVT Call 365 MUV2 21.06.2024
/ DE000VU9GA69
BVT Call 365 MUV2 21.06.2024/ DE000VU9GA69 /
| 2024-06-14 8:46:02 AM |
Chg.-0.35 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.92EUR |
-3.41% |
-
Bid Size: - |
-
Ask Size: - |
MUENCH.RUECKVERS.VNA... |
365.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
VU9GA6 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
MUENCH.RUECKVERS.VNA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
365.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-06 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.20 |
| Intrinsic value: |
9.18 |
| Implied volatility: |
1.24 |
| Historic volatility: |
0.17 |
| Parity: |
9.18 |
| Time value: |
0.25 |
| Break-even: |
459.30 |
| Moneyness: |
1.25 |
| Premium: |
0.01 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.19 |
| Spread %: |
2.06% |
| Delta: |
0.93 |
| Theta: |
-0.82 |
| Omega: |
4.52 |
| Rho: |
0.05 |
Quote data
| Open: |
9.92 |
| High: |
9.92 |
| Low: |
9.92 |
| Previous Close: |
10.27 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.64% |
| 1 Month |
|
|
+16.16% |
| 3 Months |
|
|
+25.09% |
| YTD |
|
|
+250.53% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
10.27 |
9.66 |
| 1M High / 1M Low: |
10.27 |
8.29 |
| 6M High / 6M Low: |
10.27 |
2.60 |
| High (YTD): |
2024-06-13 |
10.27 |
| Low (YTD): |
2024-01-11 |
2.60 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.84 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
9.44 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.13 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
73.08% |
| Volatility 6M: |
|
127.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
