BVT Call 1.29 GBP/USD 20.09.2024
/ DE000VU5L4A2
BVT Call 1.29 GBP/USD 20.09.2024/ DE000VU5L4A2 /
| 2024-09-06 9:03:08 PM |
Chg.-0.37 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.25EUR |
-14.12% |
-
Bid Size: - |
-
Ask Size: - |
- |
1.29 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VU5L4A |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1.29 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: |
52.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.23 |
| Intrinsic value: |
2.06 |
| Implied volatility: |
0.07 |
| Historic volatility: |
0.06 |
| Parity: |
2.06 |
| Time value: |
0.20 |
| Break-even: |
1.19 |
| Moneyness: |
1.02 |
| Premium: |
0.00 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
0.44% |
| Delta: |
0.93 |
| Theta: |
0.00 |
| Omega: |
48.50 |
| Rho: |
0.00 |
Quote data
| Open: |
2.68 |
| High: |
2.94 |
| Low: |
2.13 |
| Previous Close: |
2.62 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+378.72% |
| 3 Months |
|
|
+131.96% |
| YTD |
|
|
-5.46% |
| 1 Year |
|
|
0.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.62 |
2.05 |
| 1M High / 1M Low: |
3.33 |
0.47 |
| 6M High / 6M Low: |
3.33 |
0.47 |
| High (YTD): |
2024-08-27 |
3.33 |
| Low (YTD): |
2024-08-07 |
0.47 |
| 52W High: |
2024-08-27 |
3.33 |
| 52W Low: |
2024-08-07 |
0.47 |
| Avg. price 1W: |
|
2.33 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.83 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.20 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.49 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
347.04% |
| Volatility 6M: |
|
251.51% |
| Volatility 1Y: |
|
204.05% |
| Volatility 3Y: |
|
- |
