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BVT Call 500 ASME 21.06.2024/  DE000VU1D7Y9  /

EUWAX
2024-06-20  8:26:56 AM Chg.-1.29 Bid6:46:55 PM Ask6:46:55 PM Underlying Strike price Expiration date Option type
47.85EUR -2.63% 48.63
Bid Size: 1,000		 49.52
Ask Size: 1,000		 ASML HOLDING EO -... 500.00 EUR 2024-06-21 Call
 

Master data

WKN: VU1D7Y
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: ASML HOLDING EO -,09
Type: Warrant
Option type: Call
Strike price: 500.00 EUR
Maturity: 2024-06-21
Issue date: 2023-01-04
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.03
Leverage: Yes

Calculated values

Fair value: 46.65
Intrinsic value: 46.65
Implied volatility: 8.66
Historic volatility: 0.30
Parity: 46.65
Time value: 1.01
Break-even: 976.60
Moneyness: 1.93
Premium: 0.01
Premium p.a.: 43.46
Spread abs.: 0.87
Spread %: 1.86%
Delta: 0.95
Theta: -21.32
Omega: 1.93
Rho: 0.01
 

Quote data

Open: 47.85
High: 47.85
Low: 47.85
Previous Close: 49.14
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.03%
1 Month  
+33.85%
3 Months  
+25.20%
YTD  
+139.25%
1 Year  
+145.01%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 49.86 46.47
1M High / 1M Low: 49.86 35.64
6M High / 6M Low: 49.86 15.67
High (YTD): 2024-06-13 49.86
Low (YTD): 2024-01-04 15.67
52W High: 2024-06-13 49.86
52W Low: 2023-09-26 8.88
Avg. price 1W:   48.40
Avg. volume 1W:   0.00
Avg. price 1M:   42.13
Avg. volume 1M:   0.00
Avg. price 6M:   34.72
Avg. volume 6M:   0.00
Avg. price 1Y:   24.45
Avg. volume 1Y:   0.00
Volatility 1M:   93.73%
Volatility 6M:   87.45%
Volatility 1Y:   93.51%
Volatility 3Y:   -