BVT Call 85 SREN 21.06.2024
/ DE000VU1UWW2
BVT Call 85 SREN 21.06.2024/ DE000VU1UWW2 /
| 2024-06-18 7:53:41 PM |
Chg.+0.120 |
Bid9:38:09 PM |
Ask9:38:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.780EUR |
+4.51% |
-
Bid Size: - |
-
Ask Size: - |
SWISS RE N |
85.00 CHF |
2024-06-21 |
Call |
Master data
| WKN: |
VU1UWW |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
SWISS RE N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 CHF |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-01-09 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.57 |
| Intrinsic value: |
2.56 |
| Implied volatility: |
2.81 |
| Historic volatility: |
0.21 |
| Parity: |
2.56 |
| Time value: |
0.22 |
| Break-even: |
116.82 |
| Moneyness: |
1.29 |
| Premium: |
0.02 |
| Premium p.a.: |
8.80 |
| Spread abs.: |
0.12 |
| Spread %: |
4.51% |
| Delta: |
0.87 |
| Theta: |
-1.04 |
| Omega: |
3.59 |
| Rho: |
0.01 |
Quote data
| Open: |
2.700 |
| High: |
2.780 |
| Low: |
2.700 |
| Previous Close: |
2.660 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.71% |
| 1 Month |
|
|
+7.75% |
| 3 Months |
|
|
-13.40% |
| YTD |
|
|
+127.87% |
| 1 Year |
|
|
+178.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.800 |
2.510 |
| 1M High / 1M Low: |
3.040 |
2.510 |
| 6M High / 6M Low: |
3.260 |
1.180 |
| High (YTD): |
2024-03-27 |
3.260 |
| Low (YTD): |
2024-01-02 |
1.200 |
| 52W High: |
2024-03-27 |
3.260 |
| 52W Low: |
2023-08-22 |
0.540 |
| Avg. price 1W: |
|
2.688 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.778 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.103 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.674 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
70.38% |
| Volatility 6M: |
|
103.21% |
| Volatility 1Y: |
|
105.89% |
| Volatility 3Y: |
|
- |
