BVT Call 175 ZTS 21.06.2024
/ DE000VM570U0
BVT Call 175 ZTS 21.06.2024/ DE000VM570U0 /
| 2024-06-12 8:38:47 AM |
Chg.- |
Bid8:04:06 AM |
Ask8:04:06 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.500EUR |
- |
0.300
Bid Size: 10,000 |
0.390
Ask Size: 10,000 |
Zoetis Inc |
175.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM570U |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Zoetis Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
175.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-01 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
31.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.46 |
| Intrinsic value: |
0.33 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.24 |
| Parity: |
0.33 |
| Time value: |
0.19 |
| Break-even: |
168.14 |
| Moneyness: |
1.02 |
| Premium: |
0.01 |
| Premium p.a.: |
0.59 |
| Spread abs.: |
0.02 |
| Spread %: |
4.00% |
| Delta: |
0.68 |
| Theta: |
-0.17 |
| Omega: |
21.60 |
| Rho: |
0.03 |
Quote data
| Open: |
0.500 |
| High: |
0.500 |
| Low: |
0.500 |
| Previous Close: |
0.530 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.05% |
| 1 Month |
|
|
+31.58% |
| 3 Months |
|
|
-64.03% |
| YTD |
|
|
-83.22% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.530 |
0.400 |
| 1M High / 1M Low: |
0.530 |
0.250 |
| 6M High / 6M Low: |
3.390 |
0.074 |
| High (YTD): |
2024-01-10 |
3.030 |
| Low (YTD): |
2024-04-23 |
0.074 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.462 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.370 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.459 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
308.99% |
| Volatility 6M: |
|
275.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
