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BVT Call 94 SREN 21.06.2024/  DE000VV4MH42  /

Frankfurt Zert./VONT
2024-06-18  5:03:03 PM Chg.+0.090 Bid5:11:01 PM Ask5:11:01 PM Underlying Strike price Expiration date Option type
1.820EUR +5.20% 1.810
Bid Size: 28,000		 1.820
Ask Size: 28,000		 SWISS RE N 94.00 CHF 2024-06-21 Call
 

Master data

WKN: VV4MH4
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: SWISS RE N
Type: Warrant
Option type: Call
Strike price: 94.00 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: 6.20
Leverage: Yes

Calculated values

Fair value: 1.62
Intrinsic value: 1.62
Implied volatility: 2.05
Historic volatility: 0.21
Parity: 1.62
Time value: 0.23
Break-even: 116.95
Moneyness: 1.16
Premium: 0.02
Premium p.a.: 10.17
Spread abs.: 0.12
Spread %: 6.94%
Delta: 0.82
Theta: -0.94
Omega: 5.08
Rho: 0.01
 

Quote data

Open: 1.770
High: 1.820
Low: 1.770
Previous Close: 1.730
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -1.09%
1 Month  
+8.33%
3 Months
  -15.35%
YTD  
+264.00%
1 Year  
+243.40%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.880 1.570
1M High / 1M Low: 2.130 1.570
6M High / 6M Low: 2.340 0.480
High (YTD): 2024-03-27 2.340
Low (YTD): 2024-01-02 0.490
52W High: 2024-03-27 2.340
52W Low: 2023-08-22 0.204
Avg. price 1W:   1.756
Avg. volume 1W:   0.000
Avg. price 1M:   1.865
Avg. volume 1M:   0.000
Avg. price 6M:   1.225
Avg. volume 6M:   0.000
Avg. price 1Y:   0.928
Avg. volume 1Y:   0.000
Volatility 1M:   106.94%
Volatility 6M:   168.49%
Volatility 1Y:   161.51%
Volatility 3Y:   -