BVT Call 27 HPQ 21.06.2024
/ DE000VM2M6W0
BVT Call 27 HPQ 21.06.2024/ DE000VM2M6W0 /
2024-05-31 8:03:22 PM |
Chg.-0.290 |
Bid9:55:03 PM |
Ask9:55:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.790EUR |
-26.85% |
- Bid Size: - |
- Ask Size: - |
HP Inc |
27.00 USD |
2024-06-21 |
Call |
Master data
WKN: |
VM2M6W |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
HP Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
27.00 USD |
Maturity: |
2024-06-21 |
Issue date: |
2023-09-19 |
Last trading day: |
2024-06-21 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.78 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.88 |
Intrinsic value: |
0.88 |
Implied volatility: |
0.76 |
Historic volatility: |
0.26 |
Parity: |
0.88 |
Time value: |
0.01 |
Break-even: |
33.79 |
Moneyness: |
1.35 |
Premium: |
0.00 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.01 |
Spread %: |
1.14% |
Delta: |
0.96 |
Theta: |
-0.01 |
Omega: |
3.64 |
Rho: |
0.01 |
Quote data
Open: |
1.000 |
High: |
1.000 |
Low: |
0.750 |
Previous Close: |
1.080 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+43.64% |
1 Month |
|
|
+338.89% |
3 Months |
|
|
+154.84% |
YTD |
|
|
+92.68% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.080 |
0.550 |
1M High / 1M Low: |
1.080 |
0.180 |
6M High / 6M Low: |
1.080 |
0.161 |
High (YTD): |
2024-05-30 |
1.080 |
Low (YTD): |
2024-05-02 |
0.161 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.714 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.450 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.342 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
352.98% |
Volatility 6M: |
|
202.51% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |