BVT Call 110 FI 20.09.2024
/ DE000VM34AZ2
BVT Call 110 FI 20.09.2024/ DE000VM34AZ2 /
| 31/05/2024 20:03:15 |
Chg.0.000 |
Bid21:59:49 |
Ask21:59:49 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.780EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
Fiserv |
110.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
VM34AZ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Fiserv |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
17/10/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.61 |
| Intrinsic value: |
3.50 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.15 |
| Parity: |
3.50 |
| Time value: |
0.25 |
| Break-even: |
139.06 |
| Moneyness: |
1.34 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
0.54% |
| Delta: |
0.92 |
| Theta: |
-0.03 |
| Omega: |
3.34 |
| Rho: |
0.27 |
Quote data
| Open: |
3.710 |
| High: |
3.780 |
| Low: |
3.690 |
| Previous Close: |
3.780 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.30% |
| 1 Month |
|
|
-12.70% |
| 3 Months |
|
|
-8.47% |
| YTD |
|
|
+34.04% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.970 |
3.720 |
| 1M High / 1M Low: |
4.410 |
3.720 |
| 6M High / 6M Low: |
4.920 |
2.670 |
| High (YTD): |
28/03/2024 |
4.920 |
| Low (YTD): |
03/01/2024 |
2.690 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.838 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.105 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.787 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
54.23% |
| Volatility 6M: |
|
51.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
