BVT Call 210 ZTS 20.09.2024
/ DE000VM7NRE2
BVT Call 210 ZTS 20.09.2024/ DE000VM7NRE2 /
| 2024-06-03 8:47:05 AM |
Chg.+0.007 |
Bid11:08:27 AM |
Ask11:08:27 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.128EUR |
+5.79% |
0.124
Bid Size: 10,000 |
0.140
Ask Size: 10,000 |
Zoetis Inc |
210.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM7NRE |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Zoetis Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
210.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-02 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
110.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.24 |
| Parity: |
-3.73 |
| Time value: |
0.14 |
| Break-even: |
194.91 |
| Moneyness: |
0.81 |
| Premium: |
0.25 |
| Premium p.a.: |
1.10 |
| Spread abs.: |
0.02 |
| Spread %: |
12.80% |
| Delta: |
0.12 |
| Theta: |
-0.03 |
| Omega: |
13.40 |
| Rho: |
0.05 |
Quote data
| Open: |
0.128 |
| High: |
0.128 |
| Low: |
0.128 |
| Previous Close: |
0.121 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-28.49% |
| 3 Months |
|
|
-88.87% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.146 |
0.110 |
| 1M High / 1M Low: |
0.203 |
0.110 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.126 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.160 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
248.72% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
