BVT Call 130 FI 20.09.2024
/ DE000VM3MM94
BVT Call 130 FI 20.09.2024/ DE000VM3MM94 /
| 2024-06-05 2:02:05 PM |
Chg.0.000 |
Bid2:02:05 PM |
Ask2:02:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.070EUR |
0.00% |
2.070
Bid Size: 10,000 |
2.110
Ask Size: 10,000 |
Fiserv |
130.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM3MM9 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Fiserv |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 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: |
6.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.80 |
| Intrinsic value: |
1.65 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.15 |
| Parity: |
1.65 |
| Time value: |
0.38 |
| Break-even: |
139.77 |
| Moneyness: |
1.14 |
| Premium: |
0.03 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
1.00% |
| Delta: |
0.82 |
| Theta: |
-0.04 |
| Omega: |
5.48 |
| Rho: |
0.27 |
Quote data
| Open: |
2.030 |
| High: |
2.070 |
| Low: |
2.030 |
| Previous Close: |
2.070 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.98% |
| 1 Month |
|
|
-7.59% |
| 3 Months |
|
|
-17.53% |
| YTD |
|
|
+47.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.070 |
1.990 |
| 1M High / 1M Low: |
2.670 |
1.990 |
| 6M High / 6M Low: |
3.210 |
1.310 |
| High (YTD): |
2024-03-28 |
3.210 |
| Low (YTD): |
2024-01-03 |
1.310 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.050 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.337 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.215 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
78.06% |
| Volatility 6M: |
|
80.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
