BVT Call 120 FI 21.06.2024
/ DE000VM1A859
BVT Call 120 FI 21.06.2024/ DE000VM1A859 /
2024-05-29 8:42:48 AM |
Chg.-0.29 |
Bid10:16:37 AM |
Ask10:16:37 AM |
Underlying |
Strike price |
Expiration date |
Option type |
2.60EUR |
-10.03% |
2.51 Bid Size: 6,000 |
2.58 Ask Size: 6,000 |
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: |
5.07 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.65 |
Intrinsic value: |
2.62 |
Implied volatility: |
0.58 |
Historic volatility: |
0.15 |
Parity: |
2.62 |
Time value: |
0.08 |
Break-even: |
137.59 |
Moneyness: |
1.24 |
Premium: |
0.01 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.02 |
Spread %: |
0.75% |
Delta: |
0.94 |
Theta: |
-0.06 |
Omega: |
4.76 |
Rho: |
0.06 |
Quote data
Open: |
2.60 |
High: |
2.60 |
Low: |
2.60 |
Previous Close: |
2.89 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-16.13% |
1 Month |
|
|
-25.93% |
3 Months |
|
|
-9.41% |
YTD |
|
|
+45.25% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.15 |
2.86 |
1M High / 1M Low: |
3.51 |
2.84 |
6M High / 6M Low: |
3.84 |
1.59 |
High (YTD): |
2024-03-28 |
3.84 |
Low (YTD): |
2024-01-03 |
1.69 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.97 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.10 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.71 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
76.23% |
Volatility 6M: |
|
80.63% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |