BVT Call 68 EW 21.06.2024
/ DE000VM57347
BVT Call 68 EW 21.06.2024/ DE000VM57347 /
5/28/2024 8:04:19 PM |
Chg.-0.110 |
Bid9:59:34 PM |
Ask9:59:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.770EUR |
-5.85% |
- Bid Size: - |
- Ask Size: - |
Edwards Lifesciences... |
68.00 USD |
6/21/2024 |
Call |
Master data
WKN: |
VM5734 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Edwards Lifesciences Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
68.00 USD |
Maturity: |
6/21/2024 |
Issue date: |
12/1/2023 |
Last trading day: |
6/21/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.24 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.86 |
Intrinsic value: |
1.84 |
Implied volatility: |
0.75 |
Historic volatility: |
0.26 |
Parity: |
1.84 |
Time value: |
0.07 |
Break-even: |
81.71 |
Moneyness: |
1.29 |
Premium: |
0.01 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.03 |
Spread %: |
1.60% |
Delta: |
0.93 |
Theta: |
-0.05 |
Omega: |
3.93 |
Rho: |
0.04 |
Quote data
Open: |
1.890 |
High: |
1.890 |
Low: |
1.770 |
Previous Close: |
1.880 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-15.71% |
1 Month |
|
|
-1.67% |
3 Months |
|
|
-3.80% |
YTD |
|
|
+43.90% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.150 |
1.840 |
1M High / 1M Low: |
2.150 |
1.640 |
6M High / 6M Low: |
- |
- |
High (YTD): |
3/28/2024 |
2.680 |
Low (YTD): |
1/24/2024 |
0.900 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.972 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.841 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
113.45% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |