BVT Call 65 HEN3 21.06.2024
/ DE000VU1T2W6
BVT Call 65 HEN3 21.06.2024/ DE000VU1T2W6 /
| 2024-06-18 8:45:44 AM |
Chg.+0.05 |
Bid8:00:14 PM |
Ask8:00:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.87EUR |
+2.75% |
1.87
Bid Size: 6,000 |
1.91
Ask Size: 6,000 |
HENKEL AG+CO.KGAA VZ... |
65.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
VU1T2W |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
HENKEL AG+CO.KGAA VZO |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
65.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-01-06 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.84 |
| Intrinsic value: |
1.84 |
| Implied volatility: |
2.00 |
| Historic volatility: |
0.16 |
| Parity: |
1.84 |
| Time value: |
0.05 |
| Break-even: |
83.90 |
| Moneyness: |
1.28 |
| Premium: |
0.01 |
| Premium p.a.: |
1.19 |
| Spread abs.: |
0.04 |
| Spread %: |
2.16% |
| Delta: |
0.93 |
| Theta: |
-0.35 |
| Omega: |
4.09 |
| Rho: |
0.00 |
Quote data
| Open: |
1.87 |
| High: |
1.87 |
| Low: |
1.87 |
| Previous Close: |
1.82 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.97% |
| 1 Month |
|
|
-1.58% |
| 3 Months |
|
|
+85.15% |
| YTD |
|
|
+103.26% |
| 1 Year |
|
|
+41.67% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.01 |
1.82 |
| 1M High / 1M Low: |
2.02 |
1.73 |
| 6M High / 6M Low: |
2.02 |
0.49 |
| High (YTD): |
2024-05-21 |
2.02 |
| Low (YTD): |
2024-03-05 |
0.49 |
| 52W High: |
2024-05-21 |
2.02 |
| 52W Low: |
2024-03-05 |
0.49 |
| Avg. price 1W: |
|
1.96 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.89 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.08 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.99 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
64.09% |
| Volatility 6M: |
|
148.94% |
| Volatility 1Y: |
|
122.89% |
| Volatility 3Y: |
|
- |
