BVT Call 75 EW 21.06.2024
/ DE000VM8P1B6
BVT Call 75 EW 21.06.2024/ DE000VM8P1B6 /
| 2024-06-10 8:54:56 AM |
Chg.+0.03 |
Bid11:00:50 AM |
Ask11:00:50 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.25EUR |
+2.46% |
1.26
Bid Size: 10,000 |
1.30
Ask Size: 10,000 |
Edwards Lifesciences... |
75.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM8P1B |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Edwards Lifesciences Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 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: |
6.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.23 |
| Intrinsic value: |
1.22 |
| Implied volatility: |
0.67 |
| Historic volatility: |
0.26 |
| Parity: |
1.22 |
| Time value: |
0.04 |
| Break-even: |
82.18 |
| Moneyness: |
1.18 |
| Premium: |
0.01 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.01 |
| Spread %: |
0.80% |
| Delta: |
0.93 |
| Theta: |
-0.07 |
| Omega: |
6.01 |
| Rho: |
0.02 |
Quote data
| Open: |
1.25 |
| High: |
1.25 |
| Low: |
1.25 |
| Previous Close: |
1.22 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.62% |
| 1 Month |
|
|
-1.57% |
| 3 Months |
|
|
-35.57% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.24 |
1.13 |
| 1M High / 1M Low: |
1.47 |
1.00 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.19 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.25 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
171.74% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
