BVT Call 78 EW 21.06.2024
/ DE000VM575G8
BVT Call 78 EW 21.06.2024/ DE000VM575G8 /
| 2024-05-28 8:03:58 PM |
Chg.-0.120 |
Bid9:27:24 AM |
Ask9:27:24 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.860EUR |
-12.24% |
0.870
Bid Size: 10,000 |
0.910
Ask Size: 10,000 |
Edwards Lifesciences... |
78.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM575G |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Edwards Lifesciences Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
78.00 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: |
8.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.94 |
| Intrinsic value: |
0.92 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.26 |
| Parity: |
0.92 |
| Time value: |
0.08 |
| Break-even: |
81.81 |
| Moneyness: |
1.13 |
| Premium: |
0.01 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.02 |
| Spread %: |
2.04% |
| Delta: |
0.87 |
| Theta: |
-0.05 |
| Omega: |
7.05 |
| Rho: |
0.04 |
Quote data
| Open: |
0.980 |
| High: |
0.980 |
| Low: |
0.860 |
| Previous Close: |
0.980 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.65% |
| 1 Month |
|
|
-3.37% |
| 3 Months |
|
|
-13.13% |
| YTD |
|
|
+32.31% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.240 |
0.860 |
| 1M High / 1M Low: |
1.240 |
0.780 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-28 |
1.800 |
| Low (YTD): |
2024-01-24 |
0.380 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.000 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.951 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
203.59% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
