BVT Call 88 ON 21.06.2024
/ DE000VM58G79
BVT Call 88 ON 21.06.2024/ DE000VM58G79 /
| 2024-06-03 8:37:43 AM |
Chg.-0.001 |
Bid9:10:17 AM |
Ask9:10:17 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.010EUR |
-9.09% |
0.009
Bid Size: 16,000 |
0.020
Ask Size: 16,000 |
ON Semiconductor |
88.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM58G7 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ON Semiconductor |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
88.00 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: |
336.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.40 |
| Parity: |
-1.38 |
| Time value: |
0.02 |
| Break-even: |
81.29 |
| Moneyness: |
0.83 |
| Premium: |
0.21 |
| Premium p.a.: |
44.98 |
| Spread abs.: |
0.01 |
| Spread %: |
100.00% |
| Delta: |
0.06 |
| Theta: |
-0.03 |
| Omega: |
20.87 |
| Rho: |
0.00 |
Quote data
| Open: |
0.010 |
| High: |
0.010 |
| Low: |
0.010 |
| Previous Close: |
0.011 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-28.57% |
| 1 Month |
|
|
-74.36% |
| 3 Months |
|
|
-97.78% |
| YTD |
|
|
-98.94% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.016 |
0.004 |
| 1M High / 1M Low: |
0.061 |
0.004 |
| 6M High / 6M Low: |
1.020 |
0.004 |
| High (YTD): |
2024-01-02 |
0.770 |
| Low (YTD): |
2024-05-30 |
0.004 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.012 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.020 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.350 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,837.26% |
| Volatility 6M: |
|
792.51% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
