BVT Call 40 CMCSA 21.06.2024
/ DE000VM4RB34
BVT Call 40 CMCSA 21.06.2024/ DE000VM4RB34 /
| 2024-05-23 8:52:56 AM |
Chg.-0.006 |
Bid12:26:31 PM |
Ask12:26:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.052EUR |
-10.34% |
0.041
Bid Size: 34,000 |
0.051
Ask Size: 34,000 |
Comcast Corporation |
40.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM4RB3 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Comcast Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 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: |
59.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.20 |
| Parity: |
-0.10 |
| Time value: |
0.06 |
| Break-even: |
37.55 |
| Moneyness: |
0.97 |
| Premium: |
0.05 |
| Premium p.a.: |
0.75 |
| Spread abs.: |
0.01 |
| Spread %: |
20.00% |
| Delta: |
0.37 |
| Theta: |
-0.02 |
| Omega: |
22.11 |
| Rho: |
0.01 |
Quote data
| Open: |
0.052 |
| High: |
0.052 |
| Low: |
0.052 |
| Previous Close: |
0.058 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.64% |
| 1 Month |
|
|
-75.12% |
| 3 Months |
|
|
-85.56% |
| YTD |
|
|
-90.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.072 |
0.058 |
| 1M High / 1M Low: |
0.209 |
0.052 |
| 6M High / 6M Low: |
0.760 |
0.052 |
| High (YTD): |
2024-02-02 |
0.760 |
| Low (YTD): |
2024-04-26 |
0.052 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.064 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.088 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.375 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
419.33% |
| Volatility 6M: |
|
217.14% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
