BVT Call 290 SHW 20.09.2024
/ DE000VM76JM2
BVT Call 290 SHW 20.09.2024/ DE000VM76JM2 /
| 2024-05-31 7:40:12 PM |
Chg.-0.020 |
Bid9:59:40 PM |
Ask9:59:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.470EUR |
-0.80% |
-
Bid Size: - |
-
Ask Size: - |
Sherwin Williams |
290.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM76JM |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Sherwin Williams |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
290.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-09 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.03 |
| Intrinsic value: |
1.27 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.18 |
| Parity: |
1.27 |
| Time value: |
1.37 |
| Break-even: |
293.72 |
| Moneyness: |
1.05 |
| Premium: |
0.05 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.02 |
| Spread %: |
0.76% |
| Delta: |
0.67 |
| Theta: |
-0.09 |
| Omega: |
7.11 |
| Rho: |
0.49 |
Quote data
| Open: |
2.500 |
| High: |
2.520 |
| Low: |
2.470 |
| Previous Close: |
2.490 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.72% |
| 1 Month |
|
|
-13.03% |
| 3 Months |
|
|
-58.14% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.710 |
2.200 |
| 1M High / 1M Low: |
3.920 |
2.200 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.490 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.189 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.04% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
