BVT Call 155 JNJ 21.06.2024
/ DE000VM21CS0
BVT Call 155 JNJ 21.06.2024/ DE000VM21CS0 /
| 2024-05-27 8:52:12 AM |
Chg.- |
Bid8:20:44 AM |
Ask8:20:44 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.028EUR |
- |
0.035
Bid Size: 10,000 |
0.045
Ask Size: 10,000 |
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: |
376.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.15 |
| Parity: |
-1.95 |
| Time value: |
0.04 |
| Break-even: |
155.36 |
| Moneyness: |
0.87 |
| Premium: |
0.15 |
| Premium p.a.: |
6.37 |
| Spread abs.: |
0.01 |
| Spread %: |
38.46% |
| Delta: |
0.07 |
| Theta: |
-0.03 |
| Omega: |
26.74 |
| Rho: |
0.01 |
Quote data
| Open: |
0.028 |
| High: |
0.028 |
| Low: |
0.028 |
| Previous Close: |
0.076 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-78.79% |
| 1 Month |
|
|
-69.23% |
| 3 Months |
|
|
-97.08% |
| YTD |
|
|
-96.82% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.192 |
0.028 |
| 1M High / 1M Low: |
0.205 |
0.028 |
| 6M High / 6M Low: |
1.190 |
0.028 |
| High (YTD): |
2024-01-15 |
1.190 |
| Low (YTD): |
2024-05-27 |
0.028 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.106 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.115 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.661 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
798.08% |
| Volatility 6M: |
|
358.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
