BVT Call 115 FI 21.06.2024
/ DE000VM2UST4
BVT Call 115 FI 21.06.2024/ DE000VM2UST4 /
2024-06-04 7:50:35 PM |
Chg.+0.100 |
Bid9:59:04 PM |
Ask9:59:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.130EUR |
+3.30% |
- Bid Size: - |
- Ask Size: - |
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: |
4.35 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.09 |
Intrinsic value: |
3.07 |
Implied volatility: |
0.74 |
Historic volatility: |
0.15 |
Parity: |
3.07 |
Time value: |
0.06 |
Break-even: |
136.73 |
Moneyness: |
1.29 |
Premium: |
0.00 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.02 |
Spread %: |
0.64% |
Delta: |
0.95 |
Theta: |
-0.07 |
Omega: |
4.15 |
Rho: |
0.05 |
Quote data
Open: |
3.080 |
High: |
3.130 |
Low: |
3.060 |
Previous Close: |
3.030 |
Turnover: |
0.000 |
Market phase: |
BOOK |
All quotes in EUR
Performance
1 Week |
|
|
+0.32% |
1 Month |
|
|
-4.57% |
3 Months |
|
|
-10.83% |
YTD |
|
|
+44.91% |
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: |
|
- |