BVT Call 120 FI 20.09.2024
/ DE000VM3MMZ9
BVT Call 120 FI 20.09.2024/ DE000VM3MMZ9 /
| 2024-05-31 8:54:38 AM |
Chg.+0.04 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.84EUR |
+1.43% |
-
Bid Size: - |
-
Ask Size: - |
Fiserv |
120.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM3MMZ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Fiserv |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 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: |
4.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.70 |
| Intrinsic value: |
2.57 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.15 |
| Parity: |
2.57 |
| Time value: |
0.32 |
| Break-even: |
139.69 |
| Moneyness: |
1.23 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
0.70% |
| Delta: |
0.88 |
| Theta: |
-0.04 |
| Omega: |
4.15 |
| Rho: |
0.28 |
Quote data
| Open: |
2.84 |
| High: |
2.84 |
| Low: |
2.84 |
| Previous Close: |
2.80 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.79% |
| 1 Month |
|
|
-20.67% |
| 3 Months |
|
|
-9.27% |
| YTD |
|
|
+38.54% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.11 |
2.80 |
| 1M High / 1M Low: |
3.58 |
2.80 |
| 6M High / 6M Low: |
4.06 |
1.95 |
| High (YTD): |
2024-03-28 |
4.06 |
| Low (YTD): |
2024-01-03 |
1.97 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.98 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.26 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.97 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
72.33% |
| Volatility 6M: |
|
73.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
