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BVT Call 88 SREN 21.06.2024/  DE000VV4MHY9  /

Frankfurt Zert./VONT
2024-06-18  7:44:33 PM Chg.+0.120 Bid9:03:31 PM Ask9:03:31 PM Underlying Strike price Expiration date Option type
2.470EUR +5.11% 2.460
Bid Size: 3,000		 2.580
Ask Size: 3,000		 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: 4.62
Leverage: Yes

Calculated values

Fair value: 2.25
Intrinsic value: 2.25
Implied volatility: 2.59
Historic volatility: 0.21
Parity: 2.25
Time value: 0.23
Break-even: 116.96
Moneyness: 1.24
Premium: 0.02
Premium p.a.: 10.36
Spread abs.: 0.12
Spread %: 5.08%
Delta: 0.85
Theta: -1.04
Omega: 3.94
Rho: 0.01
 

Quote data

Open: 2.390
High: 2.470
Low: 2.390
Previous Close: 2.350
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+0.41%
1 Month  
+7.86%
3 Months
  -10.83%
YTD  
+160.00%
1 Year  
+187.21%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.510 2.210
1M High / 1M Low: 2.740 2.210
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:   2.382
Avg. volume 1W:   0.000
Avg. price 1M:   2.481
Avg. volume 1M:   0.000
Avg. price 6M:   1.800
Avg. volume 6M:   0.000
Avg. price 1Y:   1.409
Avg. volume 1Y:   0.000
Volatility 1M:   76.71%
Volatility 6M:   118.73%
Volatility 1Y:   121.21%
Volatility 3Y:   -