BVT Call 44 UNVB 21.06.2024
/ DE000VM8GLS7
BVT Call 44 UNVB 21.06.2024/ DE000VM8GLS7 /
| 2024-06-13 8:01:40 PM |
Chg.+0.330 |
Bid10:25:06 AM |
Ask10:25:06 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.360EUR |
+4.11% |
8.770
Bid Size: 9,000 |
8.800
Ask Size: 9,000 |
UNILEVER PLC LS-,0... |
44.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
VM8GLS |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
UNILEVER PLC LS-,031111 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
44.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-01-15 |
| Last trading day: |
2024-06-21 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.11 |
| Intrinsic value: |
8.08 |
| Implied volatility: |
1.12 |
| Historic volatility: |
0.17 |
| Parity: |
8.08 |
| Time value: |
0.55 |
| Break-even: |
52.63 |
| Moneyness: |
1.18 |
| Premium: |
0.01 |
| Premium p.a.: |
0.73 |
| Spread abs.: |
0.21 |
| Spread %: |
2.49% |
| Delta: |
0.88 |
| Theta: |
-0.12 |
| Omega: |
5.30 |
| Rho: |
0.01 |
Quote data
| Open: |
8.040 |
| High: |
8.360 |
| Low: |
8.040 |
| Previous Close: |
8.030 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.82% |
| 1 Month |
|
|
+38.41% |
| 3 Months |
|
|
+252.74% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.360 |
7.410 |
| 1M High / 1M Low: |
8.360 |
5.840 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.800 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.823 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
71.73% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
