BVT Call 35 CRIN 19.09.2024
/ DE000VD0DD49
BVT Call 35 CRIN 19.09.2024/ DE000VD0DD49 /
| 05/07/2024 08:40:25 |
Chg.+0.33 |
Bid22:00:05 |
Ask22:00:05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.31EUR |
+11.07% |
-
Bid Size: - |
-
Ask Size: - |
UNICREDIT |
35.00 EUR |
19/09/2024 |
Call |
Master data
| WKN: |
VD0DD4 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
UNICREDIT |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
35.00 EUR |
| Maturity: |
19/09/2024 |
| Issue date: |
15/02/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.08 |
| Intrinsic value: |
2.02 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.26 |
| Parity: |
2.02 |
| Time value: |
1.62 |
| Break-even: |
38.63 |
| Moneyness: |
1.06 |
| Premium: |
0.04 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.22 |
| Spread %: |
6.45% |
| Delta: |
0.68 |
| Theta: |
-0.02 |
| Omega: |
6.95 |
| Rho: |
0.04 |
Quote data
| Open: |
3.31 |
| High: |
3.31 |
| Low: |
3.31 |
| Previous Close: |
2.98 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+51.14% |
| 1 Month |
|
|
+20.36% |
| 3 Months |
|
|
+43.91% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.31 |
2.31 |
| 1M High / 1M Low: |
3.31 |
1.34 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.90 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.41 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
276.84% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
