BVT Call 110 TGT 21.06.2024
/ DE000VM2YLV7
BVT Call 110 TGT 21.06.2024/ DE000VM2YLV7 /
| 2024-06-07 8:43:41 AM |
Chg.-0.16 |
Bid10:00:04 PM |
Ask10:00:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.25EUR |
-4.69% |
-
Bid Size: - |
-
Ask Size: - |
Target Corp |
110.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM2YLV |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Target Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-27 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.35 |
| Intrinsic value: |
3.33 |
| Implied volatility: |
0.82 |
| Historic volatility: |
0.29 |
| Parity: |
3.33 |
| Time value: |
0.04 |
| Break-even: |
135.54 |
| Moneyness: |
1.33 |
| Premium: |
0.00 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
0.60% |
| Delta: |
0.97 |
| Theta: |
-0.06 |
| Omega: |
3.90 |
| Rho: |
0.03 |
Quote data
| Open: |
3.25 |
| High: |
3.25 |
| Low: |
3.25 |
| Previous Close: |
3.41 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.40% |
| 1 Month |
|
|
-29.35% |
| 3 Months |
|
|
-43.08% |
| YTD |
|
|
-0.31% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.27 |
3.25 |
| 1M High / 1M Low: |
5.10 |
3.13 |
| 6M High / 6M Low: |
6.38 |
2.75 |
| High (YTD): |
2024-04-02 |
6.38 |
| Low (YTD): |
2024-01-18 |
2.75 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.74 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.03 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.19 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
136.19% |
| Volatility 6M: |
|
95.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
