BVT Call 65 EW 21.06.2024
/ DE000VM8P1E0
BVT Call 65 EW 21.06.2024/ DE000VM8P1E0 /
| 2024-05-31 8:54:42 AM |
Chg.+0.15 |
Bid5:42:36 PM |
Ask5:42:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.16EUR |
+7.46% |
2.06
Bid Size: 65,000 |
2.07
Ask Size: 65,000 |
Edwards Lifesciences... |
65.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM8P1E |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Edwards Lifesciences Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
65.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-01-19 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.13 |
| Intrinsic value: |
2.11 |
| Implied volatility: |
0.86 |
| Historic volatility: |
0.26 |
| Parity: |
2.11 |
| Time value: |
0.06 |
| Break-even: |
81.71 |
| Moneyness: |
1.35 |
| Premium: |
0.01 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
0.46% |
| Delta: |
0.94 |
| Theta: |
-0.05 |
| Omega: |
3.53 |
| Rho: |
0.03 |
Quote data
| Open: |
2.16 |
| High: |
2.16 |
| Low: |
2.16 |
| Previous Close: |
2.01 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.89% |
| 1 Month |
|
|
+6.40% |
| 3 Months |
|
|
+3.35% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.16 |
2.01 |
| 1M High / 1M Low: |
2.38 |
1.89 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.10 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.11 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
104.80% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
