BVT Call 82 EW 21.06.2024
/ DE000VM6FWW2
BVT Call 82 EW 21.06.2024/ DE000VM6FWW2 /
| 2024-05-30 7:52:29 PM |
Chg.+0.100 |
Bid8:03:00 AM |
Ask8:03:00 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.680EUR |
+17.24% |
0.630
Bid Size: 7,000 |
0.670
Ask Size: 7,000 |
Edwards Lifesciences... |
82.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM6FWW |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Edwards Lifesciences Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
82.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-06 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.53 |
| Intrinsic value: |
0.47 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.26 |
| Parity: |
0.47 |
| Time value: |
0.11 |
| Break-even: |
81.72 |
| Moneyness: |
1.06 |
| Premium: |
0.01 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.01 |
| Spread %: |
1.75% |
| Delta: |
0.77 |
| Theta: |
-0.05 |
| Omega: |
10.74 |
| Rho: |
0.03 |
Quote data
| Open: |
0.600 |
| High: |
0.680 |
| Low: |
0.590 |
| Previous Close: |
0.580 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.25% |
| 1 Month |
|
|
+30.77% |
| 3 Months |
|
|
-5.56% |
| YTD |
|
|
+47.83% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.680 |
0.530 |
| 1M High / 1M Low: |
0.880 |
0.480 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-28 |
1.470 |
| Low (YTD): |
2024-01-25 |
0.260 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.614 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.633 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
287.68% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
