BVT Call 46 UNVB 21.06.2024
/ DE000VM8GLM0
BVT Call 46 UNVB 21.06.2024/ DE000VM8GLM0 /
| 6/7/2024 9:23:42 AM |
Chg.+0.48 |
Bid10:00:04 PM |
Ask10:00:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.92EUR |
+8.82% |
-
Bid Size: - |
-
Ask Size: - |
UNILEVER PLC LS-,0... |
46.00 EUR |
6/21/2024 |
Call |
Master data
| WKN: |
VM8GLM |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
UNILEVER PLC LS-,031111 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
46.00 EUR |
| Maturity: |
6/21/2024 |
| Issue date: |
1/15/2024 |
| Last trading day: |
6/21/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.40 |
| Intrinsic value: |
5.34 |
| Implied volatility: |
0.71 |
| Historic volatility: |
0.17 |
| Parity: |
5.34 |
| Time value: |
0.81 |
| Break-even: |
52.15 |
| Moneyness: |
1.12 |
| Premium: |
0.02 |
| Premium p.a.: |
0.55 |
| Spread abs.: |
0.21 |
| Spread %: |
3.54% |
| Delta: |
0.81 |
| Theta: |
-0.07 |
| Omega: |
6.80 |
| Rho: |
0.01 |
Quote data
| Open: |
5.92 |
| High: |
5.92 |
| Low: |
5.92 |
| Previous Close: |
5.44 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+46.90% |
| 1 Month |
|
|
+81.60% |
| 3 Months |
|
|
+504.08% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.92 |
4.53 |
| 1M High / 1M Low: |
5.92 |
3.26 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.27 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.37 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
145.31% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
