BVT Call 82 DIS 21.06.2024
/ DE000VM1PVB8
BVT Call 82 DIS 21.06.2024/ DE000VM1PVB8 /
| 31/05/2024 20:05:16 |
Chg.+0.070 |
Bid21:59:29 |
Ask21:59:29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.950EUR |
+3.72% |
-
Bid Size: - |
-
Ask Size: - |
Walt Disney Co |
82.00 USD |
21/06/2024 |
Call |
Master data
| WKN: |
VM1PVB |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Walt Disney Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
82.00 USD |
| Maturity: |
21/06/2024 |
| Issue date: |
28/08/2023 |
| Last trading day: |
21/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.04 |
| Intrinsic value: |
2.02 |
| Implied volatility: |
0.66 |
| Historic volatility: |
0.24 |
| Parity: |
2.02 |
| Time value: |
0.05 |
| Break-even: |
96.29 |
| Moneyness: |
1.27 |
| Premium: |
0.01 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
0.49% |
| Delta: |
0.95 |
| Theta: |
-0.05 |
| Omega: |
4.38 |
| Rho: |
0.04 |
Quote data
| Open: |
1.850 |
| High: |
1.980 |
| Low: |
1.850 |
| Previous Close: |
1.880 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.84% |
| 1 Month |
|
|
-31.58% |
| 3 Months |
|
|
-33.45% |
| YTD |
|
|
+61.16% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.950 |
1.830 |
| 1M High / 1M Low: |
3.290 |
1.750 |
| 6M High / 6M Low: |
3.860 |
1.100 |
| High (YTD): |
28/03/2024 |
3.860 |
| Low (YTD): |
11/01/2024 |
1.100 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.882 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.171 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.295 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
137.10% |
| Volatility 6M: |
|
119.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
