BVT Call 1.25 GBP/USD 20.09.2024
/ DE000VU5L360
BVT Call 1.25 GBP/USD 20.09.2024/ DE000VU5L360 /
| 2024-08-01 9:03:56 PM |
Chg.-0.98 |
Bid9:47:18 PM |
Ask9:47:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.63EUR |
-27.15% |
2.71
Bid Size: 34,000 |
2.72
Ask Size: 34,000 |
- |
1.25 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VU5L36 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1.25 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-04-04 |
| Last trading day: |
2024-09-20 |
| Ratio: |
1:100 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
33.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.92 |
| Intrinsic value: |
3.29 |
| Implied volatility: |
- |
| Historic volatility: |
0.06 |
| Parity: |
3.29 |
| Time value: |
0.28 |
| Break-even: |
1.19 |
| Moneyness: |
1.03 |
| Premium: |
0.00 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.01 |
| Spread %: |
0.28% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
3.35 |
| High: |
3.40 |
| Low: |
2.63 |
| Previous Close: |
3.61 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.55% |
| 1 Month |
|
|
+15.86% |
| 3 Months |
|
|
+21.76% |
| YTD |
|
|
-39.68% |
| 1 Year |
|
|
-49.62% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.71 |
3.40 |
| 1M High / 1M Low: |
4.85 |
2.27 |
| 6M High / 6M Low: |
4.85 |
1.63 |
| High (YTD): |
2024-07-17 |
4.85 |
| Low (YTD): |
2024-04-22 |
1.63 |
| 52W High: |
2023-08-07 |
5.25 |
| 52W Low: |
2024-04-22 |
1.63 |
| Avg. price 1W: |
|
3.60 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.71 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.09 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.37 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
128.51% |
| Volatility 6M: |
|
128.87% |
| Volatility 1Y: |
|
121.94% |
| Volatility 3Y: |
|
- |
