BVT Call 39 CMCSA 21.06.2024
/ DE000VM4RB91
BVT Call 39 CMCSA 21.06.2024/ DE000VM4RB91 /
| 2024-06-05 8:58:08 AM |
Chg.0.000 |
Bid2:03:05 PM |
Ask2:03:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.108EUR |
0.00% |
0.103
Bid Size: 26,000 |
0.113
Ask Size: 26,000 |
Comcast Corporation |
39.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM4RB9 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Comcast Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
39.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-30 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
31.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.05 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.20 |
| Parity: |
0.05 |
| Time value: |
0.06 |
| Break-even: |
37.00 |
| Moneyness: |
1.01 |
| Premium: |
0.02 |
| Premium p.a.: |
0.49 |
| Spread abs.: |
0.01 |
| Spread %: |
9.43% |
| Delta: |
0.62 |
| Theta: |
-0.03 |
| Omega: |
19.37 |
| Rho: |
0.01 |
Quote data
| Open: |
0.108 |
| High: |
0.108 |
| Low: |
0.108 |
| Previous Close: |
0.108 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+96.36% |
| 1 Month |
|
|
+6.93% |
| 3 Months |
|
|
-73.00% |
| YTD |
|
|
-82.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.134 |
0.042 |
| 1M High / 1M Low: |
0.148 |
0.042 |
| 6M High / 6M Low: |
0.840 |
0.042 |
| High (YTD): |
2024-02-02 |
0.840 |
| Low (YTD): |
2024-05-30 |
0.042 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.082 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.101 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.409 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
473.34% |
| Volatility 6M: |
|
255.14% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
