BVT Call 75 DIS 21.06.2024
/ DE000VM15CP8
BVT Call 75 DIS 21.06.2024/ DE000VM15CP8 /
| 2024-05-31 8:04:48 PM |
Chg.+0.080 |
Bid9:58:56 PM |
Ask9:58:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.600EUR |
+3.17% |
-
Bid Size: - |
-
Ask Size: - |
Walt Disney Co |
75.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM15CP |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Walt Disney Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-07 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.68 |
| Intrinsic value: |
2.66 |
| Implied volatility: |
0.89 |
| Historic volatility: |
0.24 |
| Parity: |
2.66 |
| Time value: |
0.06 |
| Break-even: |
96.33 |
| Moneyness: |
1.39 |
| Premium: |
0.01 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
0.37% |
| Delta: |
0.95 |
| Theta: |
-0.05 |
| Omega: |
3.36 |
| Rho: |
0.04 |
Quote data
| Open: |
2.490 |
| High: |
2.620 |
| Low: |
2.490 |
| Previous Close: |
2.520 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.00% |
| 1 Month |
|
|
-25.50% |
| 3 Months |
|
|
-26.76% |
| YTD |
|
|
+52.05% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.600 |
2.470 |
| 1M High / 1M Low: |
3.920 |
2.400 |
| 6M High / 6M Low: |
4.500 |
1.600 |
| High (YTD): |
2024-03-28 |
4.500 |
| Low (YTD): |
2024-01-11 |
1.600 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.524 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.813 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.889 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
111.18% |
| Volatility 6M: |
|
96.16% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
