BVT Call 100 EW 20.09.2024
/ DE000VM9VDS1
BVT Call 100 EW 20.09.2024/ DE000VM9VDS1 /
| 2024-05-31 1:45:45 PM |
Chg.-0.012 |
Bid2:33:10 PM |
Ask2:33:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.186EUR |
-6.06% |
0.189
Bid Size: 26,000 |
0.199
Ask Size: 26,000 |
Edwards Lifesciences... |
100.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM9VDS |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Edwards Lifesciences Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-07 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
40.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.26 |
| Parity: |
-1.12 |
| Time value: |
0.20 |
| Break-even: |
94.32 |
| Moneyness: |
0.88 |
| Premium: |
0.16 |
| Premium p.a.: |
0.63 |
| Spread abs.: |
0.01 |
| Spread %: |
5.26% |
| Delta: |
0.27 |
| Theta: |
-0.02 |
| Omega: |
10.77 |
| Rho: |
0.06 |
Quote data
| Open: |
0.189 |
| High: |
0.189 |
| Low: |
0.186 |
| Previous Close: |
0.198 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.09% |
| 1 Month |
|
|
+4.49% |
| 3 Months |
|
|
-31.11% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.198 |
0.150 |
| 1M High / 1M Low: |
0.290 |
0.150 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.176 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.199 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
307.74% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
