BVT Call 120 TGT 21.06.2024
/ DE000VM1RH98
BVT Call 120 TGT 21.06.2024/ DE000VM1RH98 /
| 2024-05-28 8:56:37 AM |
Chg.+0.02 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.38EUR |
+0.85% |
-
Bid Size: - |
-
Ask Size: - |
Target Corp |
120.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM1RH9 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Target Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-29 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.35 |
| Intrinsic value: |
2.32 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.29 |
| Parity: |
2.32 |
| Time value: |
0.08 |
| Break-even: |
134.48 |
| Moneyness: |
1.21 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.04 |
| Spread %: |
1.69% |
| Delta: |
0.94 |
| Theta: |
-0.06 |
| Omega: |
5.23 |
| Rho: |
0.07 |
Quote data
| Open: |
2.38 |
| High: |
2.38 |
| Low: |
2.38 |
| Previous Close: |
2.36 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-29.38% |
| 1 Month |
|
|
-43.87% |
| 3 Months |
|
|
-24.68% |
| YTD |
|
|
-5.18% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.37 |
2.22 |
| 1M High / 1M Low: |
4.24 |
2.22 |
| 6M High / 6M Low: |
5.46 |
1.80 |
| High (YTD): |
2024-04-02 |
5.46 |
| Low (YTD): |
2024-01-18 |
2.04 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.53 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.47 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.29 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
151.67% |
| Volatility 6M: |
|
111.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
