BVT Call 140 TGT 21.06.2024
/ DE000VU9KWV8
BVT Call 140 TGT 21.06.2024/ DE000VU9KWV8 /
| 2024-05-30 8:54:33 AM |
Chg.- |
Bid8:31:55 AM |
Ask8:31:55 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.710EUR |
- |
0.990
Bid Size: 4,000 |
1.070
Ask Size: 4,000 |
Target Corp |
140.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VU9KWV |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Target 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: |
16.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.86 |
| Intrinsic value: |
0.72 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.29 |
| Parity: |
0.72 |
| Time value: |
0.12 |
| Break-even: |
138.02 |
| Moneyness: |
1.06 |
| Premium: |
0.01 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.02 |
| Spread %: |
2.44% |
| Delta: |
0.81 |
| Theta: |
-0.07 |
| Omega: |
13.25 |
| Rho: |
0.06 |
Quote data
| Open: |
0.710 |
| High: |
0.710 |
| Low: |
0.710 |
| Previous Close: |
0.700 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.39% |
| 1 Month |
|
|
-69.66% |
| 3 Months |
|
|
-57.49% |
| YTD |
|
|
-45.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.710 |
0.610 |
| 1M High / 1M Low: |
2.400 |
0.550 |
| 6M High / 6M Low: |
3.660 |
0.550 |
| High (YTD): |
2024-04-02 |
3.660 |
| Low (YTD): |
2024-05-23 |
0.550 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.654 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.608 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.797 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
278.79% |
| Volatility 6M: |
|
181.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
