BVT Call 84 ON 21.06.2024
/ DE000VM58FJ4
BVT Call 84 ON 21.06.2024/ DE000VM58FJ4 /
| 2024-05-31 8:07:43 PM |
Chg.-0.009 |
Bid10:13:17 AM |
Ask10:13:17 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.021EUR |
-30.00% |
0.031
Bid Size: 16,000 |
0.041
Ask Size: 16,000 |
ON Semiconductor |
84.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM58FJ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ON Semiconductor |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
84.00 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: |
156.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.40 |
| Parity: |
-1.01 |
| Time value: |
0.04 |
| Break-even: |
77.83 |
| Moneyness: |
0.87 |
| Premium: |
0.16 |
| Premium p.a.: |
18.06 |
| Spread abs.: |
0.01 |
| Spread %: |
30.30% |
| Delta: |
0.12 |
| Theta: |
-0.04 |
| Omega: |
18.92 |
| Rho: |
0.00 |
Quote data
| Open: |
0.029 |
| High: |
0.029 |
| Low: |
0.018 |
| Previous Close: |
0.030 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-46.15% |
| 1 Month |
|
|
-66.67% |
| 3 Months |
|
|
-97.08% |
| YTD |
|
|
-98.13% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.055 |
0.021 |
| 1M High / 1M Low: |
0.097 |
0.021 |
| 6M High / 6M Low: |
1.190 |
0.021 |
| High (YTD): |
2024-01-02 |
0.970 |
| Low (YTD): |
2024-05-31 |
0.021 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.034 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.048 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.440 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
969.26% |
| Volatility 6M: |
|
459.92% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
