BVT Call 48 UNVB 21.06.2024
/ DE000VM8GLJ6
BVT Call 48 UNVB 21.06.2024/ DE000VM8GLJ6 /
| 2024-06-13 7:43:04 PM |
Chg.+0.130 |
Bid8:52:24 AM |
Ask8:52:24 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.290EUR |
+3.13% |
4.140
Bid Size: 1,000 |
4.250
Ask Size: 1,000 |
UNILEVER PLC LS-,0... |
48.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
VM8GLJ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
UNILEVER PLC LS-,031111 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
48.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-01-15 |
| Last trading day: |
2024-06-21 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
12.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.00 |
| Intrinsic value: |
3.96 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.17 |
| Parity: |
3.96 |
| Time value: |
0.35 |
| Break-even: |
52.31 |
| Moneyness: |
1.08 |
| Premium: |
0.01 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.21 |
| Spread %: |
5.12% |
| Delta: |
0.86 |
| Theta: |
-0.06 |
| Omega: |
10.32 |
| Rho: |
0.01 |
Quote data
| Open: |
4.120 |
| High: |
4.330 |
| Low: |
4.080 |
| Previous Close: |
4.160 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.81% |
| 1 Month |
|
|
+108.25% |
| 3 Months |
|
|
+793.75% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.290 |
3.410 |
| 1M High / 1M Low: |
4.290 |
2.000 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.824 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.893 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
170.57% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
