BVT Call 420 MA 21.06.2024
/ DE000VU9JHV1
BVT Call 420 MA 21.06.2024/ DE000VU9JHV1 /
| 2024-06-20 8:49:15 AM |
Chg.- |
Bid8:18:48 AM |
Ask8:18:48 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.290EUR |
- |
0.300
Bid Size: 23,000 |
0.340
Ask Size: 23,000 |
MasterCard Incorpora... |
420.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VU9JHV |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
MasterCard Incorporated |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
420.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-06 |
| Last trading day: |
2024-06-21 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.28 |
| Intrinsic value: |
0.28 |
| Implied volatility: |
1.44 |
| Historic volatility: |
0.14 |
| Parity: |
0.28 |
| Time value: |
0.03 |
| Break-even: |
421.80 |
| Moneyness: |
1.07 |
| Premium: |
0.01 |
| Premium p.a.: |
12.34 |
| Spread abs.: |
0.02 |
| Spread %: |
6.90% |
| Delta: |
0.83 |
| Theta: |
-4.01 |
| Omega: |
11.23 |
| Rho: |
0.01 |
Quote data
| Open: |
0.290 |
| High: |
0.290 |
| Low: |
0.290 |
| Previous Close: |
0.280 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.54% |
| 1 Month |
|
|
-25.64% |
| 3 Months |
|
|
-58.57% |
| YTD |
|
|
-3.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.290 |
0.231 |
| 1M High / 1M Low: |
0.390 |
0.212 |
| 6M High / 6M Low: |
0.710 |
0.212 |
| High (YTD): |
2024-03-22 |
0.710 |
| Low (YTD): |
2024-05-30 |
0.212 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.261 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.281 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.427 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
185.75% |
| Volatility 6M: |
|
134.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
