BVT Call 52 NWT 21.06.2024
/ DE000VU91265
BVT Call 52 NWT 21.06.2024/ DE000VU91265 /
| 2024-06-07 7:50:28 PM |
Chg.+0.050 |
Bid8:09:09 AM |
Ask8:09:09 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.620EUR |
+8.77% |
0.610
Bid Size: 9,000 |
0.660
Ask Size: 9,000 |
WELLS FARGO + CO.DL ... |
52.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
VU9126 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
WELLS FARGO + CO.DL 1,666 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
52.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-18 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.20 |
| Implied volatility: |
1.28 |
| Historic volatility: |
0.20 |
| Parity: |
0.20 |
| Time value: |
0.42 |
| Break-even: |
58.20 |
| Moneyness: |
1.04 |
| Premium: |
0.08 |
| Premium p.a.: |
7.07 |
| Spread abs.: |
0.01 |
| Spread %: |
1.64% |
| Delta: |
0.61 |
| Theta: |
-0.19 |
| Omega: |
5.33 |
| Rho: |
0.01 |
Quote data
| Open: |
0.550 |
| High: |
0.630 |
| Low: |
0.540 |
| Previous Close: |
0.570 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.06% |
| 1 Month |
|
|
-34.74% |
| 3 Months |
|
|
-3.13% |
| YTD |
|
|
+169.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.660 |
0.570 |
| 1M High / 1M Low: |
0.960 |
0.570 |
| 6M High / 6M Low: |
0.960 |
0.091 |
| High (YTD): |
2024-05-15 |
0.960 |
| Low (YTD): |
2024-01-18 |
0.091 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.618 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.779 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.489 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
83.34% |
| Volatility 6M: |
|
278.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
