BVT Knock-Out SREN/ DE000VV72DA0 /
| 6/7/2024 8:21:21 AM | Chg.+0.02 | Bid9:01:44 AM | Ask9:01:44 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 6.60EUR | +0.30% | 6.65 Bid Size: 26,000 |
6.66 Ask Size: 26,000 |
SWISS RE N | 49.30 CHF | 12/31/2078 | Call |
Master data
| Issuer: | Bank Vontobel AG |
|---|---|
| WKN: | VV72DA |
| Currency: | EUR |
| Underlying: | SWISS RE N |
| Type: | Knock-out |
| Option type: | Call |
| Strike price: | 49.30 CHF |
| Maturity: | Endless |
| Issue date: | 10/11/2022 |
| Last trading day: | 12/31/2078 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 1.73 |
| Knock-out: | 50.76 |
| Knock-out violated on: | - |
| Distance to knock-out: | 63.1809 |
| Distance to knock-out %: | 54.73% |
| Distance to strike price: | 64.6843 |
| Distance to strike price %: | 56.03% |
Calculated values
| Fair value: | - |
|---|---|
| Implied volatility: | - |
| Historic volatility: | - |
| Parity: | - |
| Time value: | - |
| Break-even: | - |
| Moneyness: | - |
| Premium: | 0.02 |
| Premium p.a.: | 0.00 |
| Spread abs.: | 0.12 |
| Spread %: | 1.83% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 6.60 |
|---|---|
| High: | 6.60 |
| Low: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +2.48% | ||
|---|---|---|---|
| 1 Month | +22.00% | ||
| 3 Months | +14.38% | ||
| YTD | +45.05% | ||
| 1 Year | +58.65% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 6.77 | 6.44 |
|---|---|---|
| 1M High / 1M Low: | 6.77 | 5.41 |
| 6M High / 6M Low: | 6.77 | 4.51 |
| High (YTD): | 6/3/2024 | 6.77 |
| Low (YTD): | 1/2/2024 | 4.52 |
| 52W High: | 6/3/2024 | 6.77 |
| 52W Low: | 8/22/2023 | 3.32 |
| Avg. price 1W: | 6.57 | |
| Avg. volume 1W: | 0.00 | |
| Avg. price 1M: | 6.14 | |
| Avg. volume 1M: | 0.00 | |
| Avg. price 6M: | 5.44 | |
| Avg. volume 6M: | 0.00 | |
| Avg. price 1Y: | 4.84 | |
| Avg. volume 1Y: | 0.00 | |
| Volatility 1M: | 36.97% | |
| Volatility 6M: | 36.28% | |
| Volatility 1Y: | 36.23% | |
| Volatility 3Y: | - |
