BVT Call 86 EW 21.06.2024
/ DE000VM67379
BVT Call 86 EW 21.06.2024/ DE000VM67379 /
| 2024-05-31 1:54:11 PM |
Chg.-0.050 |
Bid2:01:25 PM |
Ask2:01:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.330EUR |
-13.16% |
0.330
Bid Size: 19,000 |
0.350
Ask Size: 19,000 |
Edwards Lifesciences... |
86.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM6737 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Edwards Lifesciences Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
86.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-19 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
22.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.31 |
| Intrinsic value: |
0.17 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.26 |
| Parity: |
0.17 |
| Time value: |
0.19 |
| Break-even: |
83.00 |
| Moneyness: |
1.02 |
| Premium: |
0.02 |
| Premium p.a.: |
0.48 |
| Spread abs.: |
0.01 |
| Spread %: |
2.86% |
| Delta: |
0.63 |
| Theta: |
-0.06 |
| Omega: |
14.29 |
| Rho: |
0.03 |
Quote data
| Open: |
0.340 |
| High: |
0.340 |
| Low: |
0.330 |
| Previous Close: |
0.380 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.71% |
| 1 Month |
|
|
+13.79% |
| 3 Months |
|
|
-34.00% |
| YTD |
|
|
-2.94% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.380 |
0.260 |
| 1M High / 1M Low: |
0.570 |
0.250 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-28 |
1.160 |
| Low (YTD): |
2024-01-24 |
0.166 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.328 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.361 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
432.87% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
