BVT Call 190 ZTS 21.06.2024
/ DE000VM57Z36
BVT Call 190 ZTS 21.06.2024/ DE000VM57Z36 /
| 2024-06-06 8:38:17 AM |
Chg.+0.013 |
Bid5:26:29 PM |
Ask5:26:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.030EUR |
+76.47% |
0.040
Bid Size: 39,000 |
0.057
Ask Size: 39,000 |
Zoetis Inc |
190.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM57Z3 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Zoetis Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
190.00 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: |
310.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.24 |
| Parity: |
-1.30 |
| Time value: |
0.05 |
| Break-even: |
175.25 |
| Moneyness: |
0.93 |
| Premium: |
0.08 |
| Premium p.a.: |
6.10 |
| Spread abs.: |
0.02 |
| Spread %: |
48.57% |
| Delta: |
0.11 |
| Theta: |
-0.06 |
| Omega: |
34.74 |
| Rho: |
0.01 |
Quote data
| Open: |
0.030 |
| High: |
0.030 |
| Low: |
0.030 |
| Previous Close: |
0.017 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+87.50% |
| 1 Month |
|
|
-65.52% |
| 3 Months |
|
|
-96.59% |
| YTD |
|
|
-98.49% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.065 |
0.009 |
| 1M High / 1M Low: |
0.106 |
0.009 |
| 6M High / 6M Low: |
2.380 |
0.009 |
| High (YTD): |
2024-01-10 |
2.020 |
| Low (YTD): |
2024-06-03 |
0.009 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.025 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.054 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.890 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,293.67% |
| Volatility 6M: |
|
614.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
