BVT Call 150 JNJ 21.06.2024
/ DE000VM386H8
BVT Call 150 JNJ 21.06.2024/ DE000VM386H8 /
| 2024-05-23 8:47:35 AM |
Chg.+0.170 |
Bid10:00:02 PM |
Ask10:00:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.490EUR |
+53.13% |
-
Bid Size: - |
-
Ask Size: - |
JOHNSON + JOHNSON ... |
150.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
VM386H |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
JOHNSON + JOHNSON DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-20 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
28.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.14 |
| Parity: |
-0.82 |
| Time value: |
0.49 |
| Break-even: |
154.90 |
| Moneyness: |
0.95 |
| Premium: |
0.09 |
| Premium p.a.: |
2.04 |
| Spread abs.: |
0.01 |
| Spread %: |
2.08% |
| Delta: |
0.38 |
| Theta: |
-0.14 |
| Omega: |
10.99 |
| Rho: |
0.04 |
Quote data
| Open: |
0.490 |
| High: |
0.490 |
| Low: |
0.490 |
| Previous Close: |
0.320 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+28.95% |
| 1 Month |
|
|
+53.13% |
| 3 Months |
|
|
-61.72% |
| YTD |
|
|
-58.47% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.520 |
0.320 |
| 1M High / 1M Low: |
0.520 |
0.185 |
| 6M High / 6M Low: |
1.550 |
0.185 |
| High (YTD): |
2024-01-15 |
1.550 |
| Low (YTD): |
2024-04-29 |
0.185 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.414 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.301 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.970 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
418.22% |
| Volatility 6M: |
|
217.08% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
