BVT Call 90 EW 21.06.2024
/ DE000VM67338
BVT Call 90 EW 21.06.2024/ DE000VM67338 /
| 2024-06-07 8:03:07 PM |
Chg.-0.025 |
Bid9:59:22 PM |
Ask9:59:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.082EUR |
-23.36% |
-
Bid Size: - |
-
Ask Size: - |
Edwards Lifesciences... |
90.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM6733 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Edwards Lifesciences Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 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: |
76.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.26 |
| Parity: |
-0.17 |
| Time value: |
0.11 |
| Break-even: |
84.38 |
| Moneyness: |
0.98 |
| Premium: |
0.03 |
| Premium p.a.: |
1.56 |
| Spread abs.: |
0.01 |
| Spread %: |
10.42% |
| Delta: |
0.37 |
| Theta: |
-0.07 |
| Omega: |
28.21 |
| Rho: |
0.01 |
Quote data
| Open: |
0.100 |
| High: |
0.100 |
| Low: |
0.082 |
| Previous Close: |
0.107 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.15% |
| 1 Month |
|
|
-57.29% |
| 3 Months |
|
|
-89.35% |
| YTD |
|
|
-65.83% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.145 |
0.082 |
| 1M High / 1M Low: |
0.310 |
0.082 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-28 |
0.880 |
| Low (YTD): |
2024-06-07 |
0.082 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.112 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.169 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
530.51% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
