BVT Call 380 MA 21.06.2024
/ DE000VM4EAG9
BVT Call 380 MA 21.06.2024/ DE000VM4EAG9 /
| 2024-06-05 7:51:43 PM |
Chg.+0.020 |
Bid9:58:51 PM |
Ask9:58:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.610EUR |
+3.39% |
-
Bid Size: - |
-
Ask Size: - |
MasterCard Incorpora... |
380.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM4EAG |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
MasterCard Incorporated |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
380.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-24 |
| Last trading day: |
2024-06-21 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.60 |
| Intrinsic value: |
0.60 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.14 |
| Parity: |
0.60 |
| Time value: |
0.02 |
| Break-even: |
411.21 |
| Moneyness: |
1.17 |
| Premium: |
0.01 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
1.64% |
| Delta: |
0.92 |
| Theta: |
-0.26 |
| Omega: |
6.05 |
| Rho: |
0.14 |
Quote data
| Open: |
0.620 |
| High: |
0.620 |
| Low: |
0.600 |
| Previous Close: |
0.590 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.67% |
| 1 Month |
|
|
-4.69% |
| 3 Months |
|
|
-29.89% |
| YTD |
|
|
+8.93% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.600 |
0.570 |
| 1M High / 1M Low: |
0.760 |
0.570 |
| 6M High / 6M Low: |
1.060 |
0.450 |
| High (YTD): |
2024-03-21 |
1.060 |
| Low (YTD): |
2024-01-08 |
0.500 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.586 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.680 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.746 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
78.91% |
| Volatility 6M: |
|
76.22% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
