BVT Call 76 EW 20.09.2024
/ DE000VM7PA00
BVT Call 76 EW 20.09.2024/ DE000VM7PA00 /
| 2024-05-31 10:31:21 AM |
Chg.-0.020 |
Bid10:31:21 AM |
Ask10:31:21 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.370EUR |
-1.44% |
1.370
Bid Size: 11,000 |
1.400
Ask Size: 11,000 |
Edwards Lifesciences... |
76.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM7PA0 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Edwards Lifesciences Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
76.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-02 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.25 |
| Intrinsic value: |
1.10 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.26 |
| Parity: |
1.10 |
| Time value: |
0.28 |
| Break-even: |
83.97 |
| Moneyness: |
1.16 |
| Premium: |
0.03 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
0.73% |
| Delta: |
0.81 |
| Theta: |
-0.03 |
| Omega: |
4.73 |
| Rho: |
0.16 |
Quote data
| Open: |
1.370 |
| High: |
1.370 |
| Low: |
1.370 |
| Previous Close: |
1.390 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+11.38% |
| 3 Months |
|
|
+0.74% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.390 |
1.260 |
| 1M High / 1M Low: |
1.600 |
1.200 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.340 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.352 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
127.34% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
