BVT Call 155 JNJ 21.06.2024
/ DE000VM21CS0
BVT Call 155 JNJ 21.06.2024/ DE000VM21CS0 /
2024-05-23 8:03:11 PM |
Chg.-0.113 |
Bid9:59:50 PM |
Ask9:59:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.081EUR |
-58.25% |
- Bid Size: - |
- Ask Size: - |
JOHNSON + JOHNSON ... |
155.00 - |
2024-06-21 |
Call |
Master data
WKN: |
VM21CS |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
JOHNSON + JOHNSON DL 1 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
155.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2023-09-29 |
Last trading day: |
2024-06-21 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
70.90 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.39 |
Historic volatility: |
0.14 |
Parity: |
-1.32 |
Time value: |
0.20 |
Break-even: |
157.00 |
Moneyness: |
0.91 |
Premium: |
0.11 |
Premium p.a.: |
2.60 |
Spread abs.: |
0.01 |
Spread %: |
5.26% |
Delta: |
0.23 |
Theta: |
-0.09 |
Omega: |
16.49 |
Rho: |
0.02 |
Quote data
Open: |
0.177 |
High: |
0.177 |
Low: |
0.081 |
Previous Close: |
0.194 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-53.71% |
1 Month |
|
|
-50.91% |
3 Months |
|
|
-92.06% |
YTD |
|
|
-90.80% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.194 |
0.095 |
1M High / 1M Low: |
0.194 |
0.056 |
6M High / 6M Low: |
1.200 |
0.056 |
High (YTD): |
2024-01-03 |
1.200 |
Low (YTD): |
2024-04-30 |
0.056 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.157 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.110 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.670 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
653.78% |
Volatility 6M: |
|
325.42% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |