BVT Call 45 NWT 21.06.2024
/ DE000VU9JPD2
BVT Call 45 NWT 21.06.2024/ DE000VU9JPD2 /
| 07/06/2024 20:03:05 |
Chg.+0.070 |
Bid21:59:45 |
Ask21:59:45 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.270EUR |
+5.83% |
-
Bid Size: - |
-
Ask Size: - |
WELLS FARGO + CO.DL ... |
45.00 - |
21/06/2024 |
Call |
Master data
| WKN: |
VU9JPD |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
WELLS FARGO + CO.DL 1,666 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 - |
| Maturity: |
21/06/2024 |
| Issue date: |
06/07/2023 |
| Last trading day: |
21/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.91 |
| Intrinsic value: |
0.90 |
| Implied volatility: |
1.94 |
| Historic volatility: |
0.20 |
| Parity: |
0.90 |
| Time value: |
0.36 |
| Break-even: |
57.60 |
| Moneyness: |
1.20 |
| Premium: |
0.07 |
| Premium p.a.: |
5.03 |
| Spread abs.: |
0.01 |
| Spread %: |
0.80% |
| Delta: |
0.75 |
| Theta: |
-0.24 |
| Omega: |
3.23 |
| Rho: |
0.01 |
Quote data
| Open: |
1.180 |
| High: |
1.270 |
| Low: |
1.180 |
| Previous Close: |
1.200 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.31% |
| 1 Month |
|
|
-20.63% |
| 3 Months |
|
|
+4.96% |
| YTD |
|
|
+108.20% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.300 |
1.200 |
| 1M High / 1M Low: |
1.600 |
1.200 |
| 6M High / 6M Low: |
1.600 |
0.360 |
| High (YTD): |
15/05/2024 |
1.600 |
| Low (YTD): |
18/01/2024 |
0.360 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.262 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.420 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.997 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
51.87% |
| Volatility 6M: |
|
144.23% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
