BVT Call 105 TGT 21.06.2024
/ DE000VM3MNB8
BVT Call 105 TGT 21.06.2024/ DE000VM3MNB8 /
| 2024-05-28 8:53:25 AM |
Chg.+0.02 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.75EUR |
+0.54% |
-
Bid Size: - |
-
Ask Size: - |
Target Corp |
105.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM3MNB |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Target Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-09 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.73 |
| Intrinsic value: |
3.70 |
| Implied volatility: |
0.79 |
| Historic volatility: |
0.29 |
| Parity: |
3.70 |
| Time value: |
0.08 |
| Break-even: |
134.47 |
| Moneyness: |
1.38 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.04 |
| Spread %: |
1.07% |
| Delta: |
0.96 |
| Theta: |
-0.06 |
| Omega: |
3.38 |
| Rho: |
0.06 |
Quote data
| Open: |
3.75 |
| High: |
3.75 |
| Low: |
3.75 |
| Previous Close: |
3.73 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.89% |
| 1 Month |
|
|
-33.39% |
| 3 Months |
|
|
-15.35% |
| YTD |
|
|
+2.18% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.74 |
3.59 |
| 1M High / 1M Low: |
5.63 |
3.59 |
| 6M High / 6M Low: |
6.84 |
2.84 |
| High (YTD): |
2024-04-02 |
6.84 |
| Low (YTD): |
2024-01-18 |
3.16 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.90 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.85 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.56 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
109.43% |
| Volatility 6M: |
|
82.32% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
