BVT Call 140 IBM 21.06.2024
/ DE000VU9K1T5
BVT Call 140 IBM 21.06.2024/ DE000VU9K1T5 /
| 2024-05-31 8:55:55 AM |
Chg.-0.01 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.43EUR |
-0.41% |
-
Bid Size: - |
-
Ask Size: - |
International Busine... |
140.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VU9K1T |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
International Business Machines Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-07 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.50 |
| Intrinsic value: |
2.47 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.19 |
| Parity: |
2.47 |
| Time value: |
0.07 |
| Break-even: |
154.45 |
| Moneyness: |
1.19 |
| Premium: |
0.00 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
0.40% |
| Delta: |
0.95 |
| Theta: |
-0.06 |
| Omega: |
5.75 |
| Rho: |
0.07 |
Quote data
| Open: |
2.43 |
| High: |
2.43 |
| Low: |
2.43 |
| Previous Close: |
2.44 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.21% |
| 1 Month |
|
|
+4.74% |
| 3 Months |
|
|
-44.90% |
| YTD |
|
|
-0.41% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.00 |
2.43 |
| 1M High / 1M Low: |
3.23 |
2.29 |
| 6M High / 6M Low: |
5.44 |
2.06 |
| High (YTD): |
2024-03-13 |
5.44 |
| Low (YTD): |
2024-01-05 |
2.06 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.72 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.70 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.57 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
92.20% |
| Volatility 6M: |
|
104.84% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
