BVT Call 74 ON 21.06.2024
/ DE000VM58FR7
BVT Call 74 ON 21.06.2024/ DE000VM58FR7 /
| 2024-05-31 8:08:02 PM |
Chg.-0.022 |
Bid9:59:51 PM |
Ask9:59:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.188EUR |
-10.48% |
-
Bid Size: - |
-
Ask Size: - |
ON Semiconductor |
74.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM58FR |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ON Semiconductor |
| 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: |
25.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.40 |
| Parity: |
-0.09 |
| Time value: |
0.26 |
| Break-even: |
70.81 |
| Moneyness: |
0.99 |
| Premium: |
0.05 |
| Premium p.a.: |
1.51 |
| Spread abs.: |
0.01 |
| Spread %: |
4.00% |
| Delta: |
0.48 |
| Theta: |
-0.08 |
| Omega: |
12.48 |
| Rho: |
0.02 |
Quote data
| Open: |
0.197 |
| High: |
0.197 |
| Low: |
0.174 |
| Previous Close: |
0.210 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.67% |
| 1 Month |
|
|
-27.69% |
| 3 Months |
|
|
-84.84% |
| YTD |
|
|
-88.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.310 |
0.188 |
| 1M High / 1M Low: |
0.440 |
0.188 |
| 6M High / 6M Low: |
1.750 |
0.138 |
| High (YTD): |
2024-01-02 |
1.490 |
| Low (YTD): |
2024-04-22 |
0.138 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.231 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.265 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.795 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
494.65% |
| Volatility 6M: |
|
289.25% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
