BVT Call 88 SREN 21.06.2024
/ DE000VV4MHY9
BVT Call 88 SREN 21.06.2024/ DE000VV4MHY9 /
| 2024-06-14 7:43:36 PM |
Chg.-0.170 |
Bid9:56:53 PM |
Ask9:56:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.210EUR |
-7.14% |
-
Bid Size: - |
-
Ask Size: - |
SWISS RE N |
88.00 CHF |
2024-06-21 |
Call |
Master data
| WKN: |
VV4MHY |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
SWISS RE N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
88.00 CHF |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-07-05 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.15 |
| Intrinsic value: |
2.15 |
| Implied volatility: |
1.61 |
| Historic volatility: |
0.21 |
| Parity: |
2.15 |
| Time value: |
0.17 |
| Break-even: |
115.55 |
| Moneyness: |
1.23 |
| Premium: |
0.02 |
| Premium p.a.: |
1.53 |
| Spread abs.: |
0.12 |
| Spread %: |
5.45% |
| Delta: |
0.87 |
| Theta: |
-0.42 |
| Omega: |
4.26 |
| Rho: |
0.01 |
Quote data
| Open: |
2.240 |
| High: |
2.240 |
| Low: |
2.190 |
| Previous Close: |
2.380 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.92% |
| 1 Month |
|
|
+33.94% |
| 3 Months |
|
|
-18.45% |
| YTD |
|
|
+132.63% |
| 1 Year |
|
|
+156.98% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.540 |
2.210 |
| 1M High / 1M Low: |
2.740 |
1.650 |
| 6M High / 6M Low: |
2.960 |
0.920 |
| High (YTD): |
2024-03-27 |
2.960 |
| Low (YTD): |
2024-01-02 |
0.940 |
| 52W High: |
2024-03-27 |
2.960 |
| 52W Low: |
2023-08-22 |
0.400 |
| Avg. price 1W: |
|
2.420 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.420 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.789 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.401 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
111.28% |
| Volatility 6M: |
|
118.57% |
| Volatility 1Y: |
|
121.09% |
| Volatility 3Y: |
|
- |
