BVT Call 115 FI 21.06.2024
/ DE000VM2UST4
BVT Call 115 FI 21.06.2024/ DE000VM2UST4 /
| 2024-06-05 10:21:47 AM |
Chg.-0.040 |
Bid1:45:20 PM |
Ask1:45:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.090EUR |
-1.28% |
3.140
Bid Size: 10,000 |
3.190
Ask Size: 10,000 |
Fiserv |
115.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM2UST |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Fiserv |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-25 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.05 |
| Intrinsic value: |
3.03 |
| Implied volatility: |
0.75 |
| Historic volatility: |
0.15 |
| Parity: |
3.03 |
| Time value: |
0.06 |
| Break-even: |
136.58 |
| Moneyness: |
1.29 |
| Premium: |
0.00 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
0.65% |
| Delta: |
0.96 |
| Theta: |
-0.07 |
| Omega: |
4.21 |
| Rho: |
0.04 |
Quote data
| Open: |
3.090 |
| High: |
3.090 |
| Low: |
3.090 |
| Previous Close: |
3.130 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.96% |
| 1 Month |
|
|
-5.79% |
| 3 Months |
|
|
-11.97% |
| YTD |
|
|
+43.06% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.130 |
3.030 |
| 1M High / 1M Low: |
3.770 |
3.030 |
| 6M High / 6M Low: |
4.260 |
2.030 |
| High (YTD): |
2024-03-28 |
4.260 |
| Low (YTD): |
2024-01-03 |
2.050 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.108 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.413 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.164 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
57.48% |
| Volatility 6M: |
|
59.87% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
