BVT Call 48 UNVB 21.06.2024
/ DE000VU9EN82
BVT Call 48 UNVB 21.06.2024/ DE000VU9EN82 /
| 6/3/2024 8:41:20 AM |
Chg.+0.047 |
Bid5:11:45 PM |
Ask5:11:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
+22.07% |
0.280
Bid Size: 86,000 |
0.290
Ask Size: 86,000 |
UNILEVER PLC LS-,0... |
48.00 EUR |
6/21/2024 |
Call |
Master data
| WKN: |
VU9EN8 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
UNILEVER PLC LS-,031111 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
48.00 EUR |
| Maturity: |
6/21/2024 |
| Issue date: |
7/5/2023 |
| Last trading day: |
6/21/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
18.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.22 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.17 |
| Parity: |
0.22 |
| Time value: |
0.05 |
| Break-even: |
50.70 |
| Moneyness: |
1.05 |
| Premium: |
0.01 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.02 |
| Spread %: |
8.00% |
| Delta: |
0.79 |
| Theta: |
-0.03 |
| Omega: |
14.72 |
| Rho: |
0.02 |
Quote data
| Open: |
0.260 |
| High: |
0.260 |
| Low: |
0.260 |
| Previous Close: |
0.213 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.00% |
| 1 Month |
|
|
+101.55% |
| 3 Months |
|
|
+453.19% |
| YTD |
|
|
+420.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.270 |
0.171 |
| 1M High / 1M Low: |
0.310 |
0.098 |
| 6M High / 6M Low: |
0.310 |
0.015 |
| High (YTD): |
5/23/2024 |
0.310 |
| Low (YTD): |
4/19/2024 |
0.015 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.219 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.195 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.082 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
258.56% |
| Volatility 6M: |
|
379.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
