BVT Call 76 EW 21.06.2024
/ DE000VM57354
BVT Call 76 EW 21.06.2024/ DE000VM57354 /
| 2024-05-28 7:54:44 PM |
Chg.-0.130 |
Bid9:14:30 AM |
Ask9:14:30 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.030EUR |
-11.21% |
1.050
Bid Size: 10,000 |
1.090
Ask Size: 10,000 |
Edwards Lifesciences... |
76.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM5735 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Edwards Lifesciences Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
76.00 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: |
6.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.12 |
| Intrinsic value: |
1.10 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.26 |
| Parity: |
1.10 |
| Time value: |
0.08 |
| Break-even: |
81.77 |
| Moneyness: |
1.16 |
| Premium: |
0.01 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.02 |
| Spread %: |
1.72% |
| Delta: |
0.89 |
| Theta: |
-0.05 |
| Omega: |
6.10 |
| Rho: |
0.04 |
Quote data
| Open: |
1.160 |
| High: |
1.160 |
| Low: |
1.030 |
| Previous Close: |
1.160 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.46% |
| 1 Month |
|
|
-1.90% |
| 3 Months |
|
|
-8.04% |
| YTD |
|
|
+37.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.420 |
1.030 |
| 1M High / 1M Low: |
1.420 |
0.940 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-28 |
1.970 |
| Low (YTD): |
2024-01-25 |
0.460 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.176 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.122 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
184.73% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
