BVT Call 42 UNVB 21.06.2024
/ DE000VM8XBY1
BVT Call 42 UNVB 21.06.2024/ DE000VM8XBY1 /
| 2024-06-13 8:55:52 AM |
Chg.- |
Bid8:18:18 AM |
Ask8:18:18 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.08EUR |
- |
10.35
Bid Size: 1,000 |
10.46
Ask Size: 1,000 |
UNILEVER PLC LS-,0... |
42.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
VM8XBY |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
UNILEVER PLC LS-,031111 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-01-23 |
| Last trading day: |
2024-06-21 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
10.11 |
| Intrinsic value: |
10.08 |
| Implied volatility: |
1.34 |
| Historic volatility: |
0.17 |
| Parity: |
10.08 |
| Time value: |
0.55 |
| Break-even: |
52.63 |
| Moneyness: |
1.24 |
| Premium: |
0.01 |
| Premium p.a.: |
0.73 |
| Spread abs.: |
0.21 |
| Spread %: |
2.02% |
| Delta: |
0.90 |
| Theta: |
-0.13 |
| Omega: |
4.39 |
| Rho: |
0.01 |
Quote data
| Open: |
10.08 |
| High: |
10.08 |
| Low: |
10.08 |
| Previous Close: |
9.61 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.92% |
| 1 Month |
|
|
+26.16% |
| 3 Months |
|
|
+131.72% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
10.08 |
9.29 |
| 1M High / 1M Low: |
10.08 |
7.64 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.67 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
8.66 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
80.05% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
