BVT Call 76 MDT 21.06.2024
/ DE000VM3TLN2
BVT Call 76 MDT 21.06.2024/ DE000VM3TLN2 /
| 2024-05-31 8:47:54 AM |
Chg.-0.030 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.480EUR |
-5.88% |
-
Bid Size: - |
-
Ask Size: - |
Medtronic PLC |
76.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM3TLN |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Medtronic PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
76.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-11 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.51 |
| Intrinsic value: |
0.49 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.17 |
| Parity: |
0.49 |
| Time value: |
0.06 |
| Break-even: |
75.56 |
| Moneyness: |
1.07 |
| Premium: |
0.01 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
1.85% |
| Delta: |
0.85 |
| Theta: |
-0.04 |
| Omega: |
11.63 |
| Rho: |
0.03 |
Quote data
| Open: |
0.480 |
| High: |
0.480 |
| Low: |
0.480 |
| Previous Close: |
0.510 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.73% |
| 1 Month |
|
|
-20.00% |
| 3 Months |
|
|
-44.83% |
| YTD |
|
|
-48.39% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.660 |
0.480 |
| 1M High / 1M Low: |
1.010 |
0.480 |
| 6M High / 6M Low: |
1.310 |
0.480 |
| High (YTD): |
2024-02-02 |
1.310 |
| Low (YTD): |
2024-05-31 |
0.480 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.572 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.728 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.913 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
211.52% |
| Volatility 6M: |
|
130.90% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
