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BVT Call 90 MU 21.06.2024/  DE000VU7GTU8  /

Frankfurt Zert./VONT
2024-06-18  7:53:38 PM Chg.+0.510 Bid8:39:33 PM Ask8:39:33 PM Underlying Strike price Expiration date Option type
5.950EUR +9.38% 5.940
Bid Size: 45,000		 5.950
Ask Size: 45,000		 Micron Technology In... 90.00 USD 2024-06-21 Call
 

Master data

WKN: VU7GTU
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Micron Technology Inc
Type: Warrant
Option type: Call
Strike price: 90.00 USD
Maturity: 2024-06-21
Issue date: 2023-05-22
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.53
Leverage: Yes

Calculated values

Fair value: 5.39
Intrinsic value: 5.38
Implied volatility: 3.18
Historic volatility: 0.34
Parity: 5.38
Time value: 0.06
Break-even: 138.20
Moneyness: 1.64
Premium: 0.00
Premium p.a.: 0.63
Spread abs.: 0.01
Spread %: 0.18%
Delta: 0.97
Theta: -0.47
Omega: 2.45
Rho: 0.01
 

Quote data

Open: 5.650
High: 6.260
Low: 5.650
Previous Close: 5.440
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+42.34%
1 Month  
+76.04%
3 Months  
+495.00%
YTD  
+788.06%
1 Year  
+1252.27%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.440 4.180
1M High / 1M Low: 5.440 3.040
6M High / 6M Low: 5.440 0.350
High (YTD): 2024-06-17 5.440
Low (YTD): 2024-02-20 0.350
52W High: 2024-06-17 5.440
52W Low: 2023-10-26 0.182
Avg. price 1W:   4.818
Avg. volume 1W:   0.000
Avg. price 1M:   3.957
Avg. volume 1M:   0.000
Avg. price 6M:   1.907
Avg. volume 6M:   0.000
Avg. price 1Y:   1.101
Avg. volume 1Y:   0.000
Volatility 1M:   136.56%
Volatility 6M:   246.57%
Volatility 1Y:   210.75%
Volatility 3Y:   -