BVT Call 80 DIS 21.06.2024
/ DE000VM172P5
BVT Call 80 DIS 21.06.2024/ DE000VM172P5 /
| 2024-05-31 8:06:22 PM |
Chg.+0.080 |
Bid9:59:49 PM |
Ask9:59:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.140EUR |
+3.88% |
-
Bid Size: - |
-
Ask Size: - |
Walt Disney Co |
80.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM172P |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Walt Disney Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-08 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.22 |
| Intrinsic value: |
2.20 |
| Implied volatility: |
0.74 |
| Historic volatility: |
0.24 |
| Parity: |
2.20 |
| Time value: |
0.06 |
| Break-even: |
96.34 |
| Moneyness: |
1.30 |
| Premium: |
0.01 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
0.44% |
| Delta: |
0.95 |
| Theta: |
-0.05 |
| Omega: |
4.01 |
| Rho: |
0.04 |
Quote data
| Open: |
2.030 |
| High: |
2.170 |
| Low: |
2.030 |
| Previous Close: |
2.060 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.90% |
| 1 Month |
|
|
-29.14% |
| 3 Months |
|
|
-30.74% |
| YTD |
|
|
+58.52% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.140 |
2.010 |
| 1M High / 1M Low: |
3.470 |
1.930 |
| 6M High / 6M Low: |
4.050 |
1.240 |
| High (YTD): |
2024-03-28 |
4.050 |
| Low (YTD): |
2024-01-11 |
1.240 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.066 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.356 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.463 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
129.61% |
| Volatility 6M: |
|
112.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
