BVT Call 37 BAC 21.06.2024
/ DE000VU99GJ9
BVT Call 37 BAC 21.06.2024/ DE000VU99GJ9 /
| 6/7/2024 8:59:00 AM |
Chg.-0.020 |
Bid10:00:08 PM |
Ask10:00:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.250EUR |
-7.41% |
-
Bid Size: - |
-
Ask Size: - |
Bank of America Corp... |
37.00 USD |
6/21/2024 |
Call |
Master data
| WKN: |
VU99GJ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Bank of America Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
37.00 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
7/24/2023 |
| Last trading day: |
6/21/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.26 |
| Intrinsic value: |
0.26 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.21 |
| Parity: |
0.26 |
| Time value: |
0.03 |
| Break-even: |
37.15 |
| Moneyness: |
1.08 |
| Premium: |
0.01 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.01 |
| Spread %: |
3.57% |
| Delta: |
0.83 |
| Theta: |
-0.03 |
| Omega: |
10.54 |
| Rho: |
0.01 |
Quote data
| Open: |
0.250 |
| High: |
0.250 |
| Low: |
0.250 |
| Previous Close: |
0.270 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+44.51% |
| 1 Month |
|
|
+83.82% |
| 3 Months |
|
|
+89.39% |
| YTD |
|
|
+121.24% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.290 |
0.250 |
| 1M High / 1M Low: |
0.290 |
0.136 |
| 6M High / 6M Low: |
0.290 |
0.038 |
| High (YTD): |
6/3/2024 |
0.290 |
| Low (YTD): |
1/18/2024 |
0.038 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.268 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.224 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.130 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
343.40% |
| Volatility 6M: |
|
321.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
