BVT Call 56 TWLO 21.06.2024
/ DE000VM3RMD5
BVT Call 56 TWLO 21.06.2024/ DE000VM3RMD5 /
| 2024-05-27 8:38:16 AM |
Chg.+0.030 |
Bid5:30:03 PM |
Ask5:30:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.390EUR |
+8.33% |
-
Bid Size: - |
-
Ask Size: - |
Twilio Inc |
56.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM3RMD |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Twilio Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
56.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-10 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.38 |
| Intrinsic value: |
0.28 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.37 |
| Parity: |
0.28 |
| Time value: |
0.10 |
| Break-even: |
55.43 |
| Moneyness: |
1.05 |
| Premium: |
0.02 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.01 |
| Spread %: |
2.70% |
| Delta: |
0.74 |
| Theta: |
-0.04 |
| Omega: |
10.58 |
| Rho: |
0.02 |
Quote data
| Open: |
0.390 |
| High: |
0.390 |
| Low: |
0.390 |
| Previous Close: |
0.360 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-39.06% |
| 1 Month |
|
|
-50.63% |
| 3 Months |
|
|
-43.48% |
| YTD |
|
|
-82.59% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.640 |
0.360 |
| 1M High / 1M Low: |
0.920 |
0.360 |
| 6M High / 6M Low: |
2.350 |
0.360 |
| High (YTD): |
2024-01-29 |
1.960 |
| Low (YTD): |
2024-05-24 |
0.360 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.498 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.621 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.228 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
257.05% |
| Volatility 6M: |
|
159.61% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
