BVT Call 125 FI 20.09.2024
/ DE000VM3MMU0
BVT Call 125 FI 20.09.2024/ DE000VM3MMU0 /
| 2024-06-05 7:44:08 PM |
Chg.+0.080 |
Bid7:44:08 PM |
Ask7:44:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.550EUR |
+3.24% |
2.550
Bid Size: 24,000 |
2.570
Ask Size: 24,000 |
Fiserv |
125.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM3MMU |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Fiserv |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
125.00 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: |
5.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.24 |
| Intrinsic value: |
2.11 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.15 |
| Parity: |
2.11 |
| Time value: |
0.35 |
| Break-even: |
139.47 |
| Moneyness: |
1.18 |
| Premium: |
0.03 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
0.82% |
| Delta: |
0.85 |
| Theta: |
-0.04 |
| Omega: |
4.69 |
| Rho: |
0.27 |
Quote data
| Open: |
2.450 |
| High: |
2.550 |
| Low: |
2.450 |
| Previous Close: |
2.470 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.66% |
| 1 Month |
|
|
-4.14% |
| 3 Months |
|
|
-12.67% |
| YTD |
|
|
+48.26% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.490 |
2.400 |
| 1M High / 1M Low: |
3.090 |
2.400 |
| 6M High / 6M Low: |
3.610 |
1.630 |
| High (YTD): |
2024-03-28 |
3.610 |
| Low (YTD): |
2024-01-03 |
1.630 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.460 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.750 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.594 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
66.86% |
| Volatility 6M: |
|
67.87% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
