BVT Call 86 EW 21.06.2024
/ DE000VM67379
BVT Call 86 EW 21.06.2024/ DE000VM67379 /
| 2024-05-28 8:13:07 AM |
Chg.+0.010 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
+2.86% |
-
Bid Size: - |
-
Ask Size: - |
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: |
21.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.33 |
| Intrinsic value: |
0.18 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.26 |
| Parity: |
0.18 |
| Time value: |
0.19 |
| Break-even: |
82.88 |
| Moneyness: |
1.02 |
| Premium: |
0.02 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.02 |
| Spread %: |
5.71% |
| Delta: |
0.64 |
| Theta: |
-0.06 |
| Omega: |
13.98 |
| Rho: |
0.03 |
Quote data
| Open: |
0.360 |
| High: |
0.360 |
| Low: |
0.360 |
| Previous Close: |
0.350 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-32.08% |
| 1 Month |
|
|
-10.00% |
| 3 Months |
|
|
-36.84% |
| YTD |
|
|
+5.88% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.530 |
0.320 |
| 1M High / 1M Low: |
0.540 |
0.221 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-22 |
1.110 |
| Low (YTD): |
2024-01-24 |
0.173 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.418 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.371 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
446.46% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
