BVT Call 35 CRIN 14.08.2024
/ DE000VD7WGD9
BVT Call 35 CRIN 14.08.2024/ DE000VD7WGD9 /
| 26/07/2024 08:46:14 |
Chg.-0.47 |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.55EUR |
-11.69% |
-
Bid Size: - |
-
Ask Size: - |
UNICREDIT |
35.00 EUR |
14/08/2024 |
Call |
Master data
| WKN: |
VD7WGD |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
UNICREDIT |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
35.00 EUR |
| Maturity: |
14/08/2024 |
| Issue date: |
13/06/2024 |
| Last trading day: |
14/08/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.99 |
| Intrinsic value: |
2.84 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.27 |
| Parity: |
2.84 |
| Time value: |
0.71 |
| Break-even: |
38.55 |
| Moneyness: |
1.08 |
| Premium: |
0.02 |
| Premium p.a.: |
0.46 |
| Spread abs.: |
0.28 |
| Spread %: |
8.56% |
| Delta: |
0.77 |
| Theta: |
-0.04 |
| Omega: |
8.18 |
| Rho: |
0.01 |
Quote data
| Open: |
3.55 |
| High: |
3.55 |
| Low: |
3.55 |
| Previous Close: |
4.02 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.59% |
| 1 Month |
|
|
+106.40% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.08 |
3.38 |
| 1M High / 1M Low: |
4.08 |
1.72 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.79 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.92 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
168.20% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
