BVT Call 82 HEN3 21.06.2024
/ DE000VU5MK14
BVT Call 82 HEN3 21.06.2024/ DE000VU5MK14 /
6/18/2024 8:24:49 AM |
Chg.+0.027 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.196EUR |
+15.98% |
- Bid Size: - |
- Ask Size: - |
HENKEL AG+CO.KGAA VZ... |
82.00 - |
6/21/2024 |
Call |
Master data
WKN: |
VU5MK1 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
HENKEL AG+CO.KGAA VZO |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
82.00 - |
Maturity: |
6/21/2024 |
Issue date: |
4/4/2023 |
Last trading day: |
6/21/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
38.41 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.15 |
Intrinsic value: |
0.14 |
Implied volatility: |
0.46 |
Historic volatility: |
0.16 |
Parity: |
0.14 |
Time value: |
0.08 |
Break-even: |
84.17 |
Moneyness: |
1.02 |
Premium: |
0.01 |
Premium p.a.: |
2.24 |
Spread abs.: |
0.03 |
Spread %: |
16.67% |
Delta: |
0.66 |
Theta: |
-0.22 |
Omega: |
25.52 |
Rho: |
0.00 |
Quote data
Open: |
0.196 |
High: |
0.196 |
Low: |
0.196 |
Previous Close: |
0.169 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-40.61% |
1 Month |
|
|
-30.00% |
3 Months |
|
|
+752.17% |
YTD |
|
|
+300.00% |
1 Year |
|
|
-27.41% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.330 |
0.169 |
1M High / 1M Low: |
0.370 |
0.136 |
6M High / 6M Low: |
0.370 |
0.004 |
High (YTD): |
5/21/2024 |
0.370 |
Low (YTD): |
3/5/2024 |
0.004 |
52W High: |
5/21/2024 |
0.370 |
52W Low: |
3/5/2024 |
0.004 |
Avg. price 1W: |
|
0.261 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.239 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.076 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.092 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
425.76% |
Volatility 6M: |
|
1,200.48% |
Volatility 1Y: |
|
858.84% |
Volatility 3Y: |
|
- |