BVT Call 115 FI 20.09.2024
/ DE000VM3MK13
BVT Call 115 FI 20.09.2024/ DE000VM3MK13 /
| 2024-05-31 8:54:37 AM |
Chg.+0.03 |
Bid9:59:53 PM |
Ask9:59:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.27EUR |
+0.93% |
-
Bid Size: - |
-
Ask Size: - |
Fiserv |
115.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM3MK1 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Fiserv |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-09 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.16 |
| Intrinsic value: |
3.04 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.15 |
| Parity: |
3.04 |
| Time value: |
0.29 |
| Break-even: |
139.47 |
| Moneyness: |
1.29 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
0.60% |
| Delta: |
0.90 |
| Theta: |
-0.03 |
| Omega: |
3.67 |
| Rho: |
0.27 |
Quote data
| Open: |
3.27 |
| High: |
3.27 |
| Low: |
3.27 |
| Previous Close: |
3.24 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.10% |
| 1 Month |
|
|
-18.45% |
| 3 Months |
|
|
-7.63% |
| YTD |
|
|
+35.68% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.54 |
3.24 |
| 1M High / 1M Low: |
4.01 |
3.24 |
| 6M High / 6M Low: |
4.49 |
2.30 |
| High (YTD): |
2024-03-28 |
4.49 |
| Low (YTD): |
2024-01-03 |
2.33 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.42 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.70 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.37 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
64.61% |
| Volatility 6M: |
|
65.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
