BVT Call 120 FI 21.06.2024
/ DE000VM1A859
BVT Call 120 FI 21.06.2024/ DE000VM1A859 /
| 2024-06-04 8:08:23 PM |
Chg.+0.070 |
Bid9:59:45 PM |
Ask9:59:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.660EUR |
+2.70% |
-
Bid Size: - |
-
Ask Size: - |
Fiserv |
120.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM1A85 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Fiserv |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-18 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.63 |
| Intrinsic value: |
2.61 |
| Implied volatility: |
0.66 |
| Historic volatility: |
0.15 |
| Parity: |
2.61 |
| Time value: |
0.07 |
| Break-even: |
136.82 |
| Moneyness: |
1.24 |
| Premium: |
0.01 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
0.75% |
| Delta: |
0.94 |
| Theta: |
-0.08 |
| Omega: |
4.79 |
| Rho: |
0.05 |
Quote data
| Open: |
2.620 |
| High: |
2.660 |
| Low: |
2.610 |
| Previous Close: |
2.590 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.38% |
| 1 Month |
|
|
-6.01% |
| 3 Months |
|
|
-13.07% |
| YTD |
|
|
+48.60% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.680 |
2.590 |
| 1M High / 1M Low: |
3.320 |
2.590 |
| 6M High / 6M Low: |
3.830 |
1.670 |
| High (YTD): |
2024-03-28 |
3.830 |
| Low (YTD): |
2024-01-03 |
1.670 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.650 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.959 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.738 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
66.77% |
| Volatility 6M: |
|
70.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
