BVT Knock-Out SREN/ DE000VU49WS2 /
| 09/10/2024 10:34:27 | Chg.+0.030 | Bid12:17:13 | Ask12:17:13 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.830EUR | +0.79% | 3.890 Bid Size: 27,000 |
3.900 Ask Size: 27,000 |
SWISS RE N | 74.69 CHF | 31/12/2078 | Call |
Master data
| Issuer: | Bank Vontobel AG |
|---|---|
| WKN: | VU49WS |
| Currency: | EUR |
| Underlying: | SWISS RE N |
| Type: | Knock-out |
| Option type: | Call |
| Strike price: | 74.69 CHF |
| Maturity: | Endless |
| Issue date: | 23/03/2023 |
| Last trading day: | 31/12/2078 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 2.98 |
| Knock-out: | 74.69 |
| Knock-out violated on: | - |
| Distance to knock-out: | 37.5698 |
| Distance to knock-out %: | 32.14% |
| Distance to strike price: | 37.5698 |
| Distance to strike price %: | 32.14% |
Calculated values
| Fair value: | - |
|---|---|
| Implied volatility: | - |
| Historic volatility: | - |
| Parity: | - |
| Time value: | - |
| Break-even: | - |
| Moneyness: | - |
| Premium: | 0.01 |
| Premium p.a.: | 0.00 |
| Spread abs.: | 0.12 |
| Spread %: | 3.16% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 3.830 |
|---|---|
| High: | 3.830 |
| Low: | 0.000 |
| Market phase: | PRE CALL |
All quotes in EUR
Performance
| 1 Week | -9.46% | ||
|---|---|---|---|
| 1 Month | -12.56% | ||
| 3 Months | +1.32% | ||
| YTD | +85.02% | ||
| 1 Year | +83.25% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.290 | 3.780 |
|---|---|---|
| 1M High / 1M Low: | 4.600 | 3.780 |
| 6M High / 6M Low: | 4.600 | 2.540 |
| High (YTD): | 25/09/2024 | 4.600 |
| Low (YTD): | 02/01/2024 | 2.060 |
| 52W High: | 25/09/2024 | 4.600 |
| 52W Low: | 28/12/2023 | 1.990 |
| Avg. price 1W: | 4.050 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 4.345 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 3.721 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 3.215 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 53.18% | |
| Volatility 6M: | 71.30% | |
| Volatility 1Y: | 70.16% | |
| Volatility 3Y: | - |
