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BVT Call 98 SREN 21.06.2024/  DE000VV4MHW3  /

Frankfurt Zert./VONT
2024-06-19  2:05:25 PM Chg.+0.030 Bid3:12:45 PM Ask3:12:45 PM Underlying Strike price Expiration date Option type
1.440EUR +2.13% 1.450
Bid Size: 28,000		 1.460
Ask Size: 28,000		 SWISS RE N 98.00 CHF 2024-06-21 Call
 

Master data

WKN: VV4MHW
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: SWISS RE N
Type: Warrant
Option type: Call
Strike price: 98.00 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: 7.59
Leverage: Yes

Calculated values

Fair value: 1.30
Intrinsic value: 1.30
Implied volatility: 2.14
Historic volatility: 0.21
Parity: 1.30
Time value: 0.23
Break-even: 118.50
Moneyness: 1.13
Premium: 0.02
Premium p.a.: 34.93
Spread abs.: 0.12
Spread %: 8.51%
Delta: 0.80
Theta: -1.31
Omega: 6.05
Rho: 0.00
 

Quote data

Open: 1.370
High: 1.440
Low: 1.370
Previous Close: 1.410
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -1.37%
1 Month  
+12.50%
3 Months
  -22.99%
YTD  
+380.00%
1 Year  
+323.53%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.460 1.150
1M High / 1M Low: 1.720 1.150
6M High / 6M Low: 1.930 0.280
High (YTD): 2024-03-27 1.930
Low (YTD): 2024-01-02 0.290
52W High: 2024-03-27 1.930
52W Low: 2023-08-22 0.124
Avg. price 1W:   1.334
Avg. volume 1W:   0.000
Avg. price 1M:   1.452
Avg. volume 1M:   0.000
Avg. price 6M:   0.888
Avg. volume 6M:   0.000
Avg. price 1Y:   0.659
Avg. volume 1Y:   0.000
Volatility 1M:   136.74%
Volatility 6M:   222.06%
Volatility 1Y:   199.03%
Volatility 3Y:   -