BVT Call 74 EW 21.06.2024
/ DE000VM575H6
BVT Call 74 EW 21.06.2024/ DE000VM575H6 /
| 2024-05-28 7:55:19 PM |
Chg.-0.130 |
Bid9:55:48 PM |
Ask9:55:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.210EUR |
-9.70% |
-
Bid Size: - |
-
Ask Size: - |
Edwards Lifesciences... |
74.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM575H |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Edwards Lifesciences Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
74.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-01 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.30 |
| Intrinsic value: |
1.29 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.26 |
| Parity: |
1.29 |
| Time value: |
0.08 |
| Break-even: |
81.83 |
| Moneyness: |
1.19 |
| Premium: |
0.01 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.03 |
| Spread %: |
2.24% |
| Delta: |
0.89 |
| Theta: |
-0.05 |
| Omega: |
5.28 |
| Rho: |
0.04 |
Quote data
| Open: |
1.340 |
| High: |
1.340 |
| Low: |
1.210 |
| Previous Close: |
1.340 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.44% |
| 1 Month |
|
|
-5.47% |
| 3 Months |
|
|
-11.03% |
| YTD |
|
|
+42.35% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.600 |
1.300 |
| 1M High / 1M Low: |
1.600 |
1.110 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-28 |
2.160 |
| Low (YTD): |
2024-01-25 |
0.560 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.426 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.302 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
160.17% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
