BVT Call 100 ILMN 21.06.2024
/ DE000VM5AM54
BVT Call 100 ILMN 21.06.2024/ DE000VM5AM54 /
| 2024-05-20 7:51:00 PM |
Chg.-0.160 |
Bid9:59:43 PM |
Ask9:59:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.170EUR |
-12.03% |
-
Bid Size: - |
-
Ask Size: - |
Illumina Inc |
100.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM5AM5 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Illumina Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-13 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.14 |
| Intrinsic value: |
1.02 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.37 |
| Parity: |
1.02 |
| Time value: |
0.28 |
| Break-even: |
104.98 |
| Moneyness: |
1.11 |
| Premium: |
0.03 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.03 |
| Spread %: |
2.36% |
| Delta: |
0.77 |
| Theta: |
-0.09 |
| Omega: |
6.04 |
| Rho: |
0.06 |
Quote data
| Open: |
1.270 |
| High: |
1.270 |
| Low: |
1.170 |
| Previous Close: |
1.330 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.86% |
| 1 Month |
|
|
-44.29% |
| 3 Months |
|
|
-72.21% |
| YTD |
|
|
-74.12% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.680 |
1.330 |
| 1M High / 1M Low: |
2.720 |
1.300 |
| 6M High / 6M Low: |
4.840 |
1.300 |
| High (YTD): |
2024-01-30 |
4.810 |
| Low (YTD): |
2024-05-10 |
1.300 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.520 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.985 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.344 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
165.88% |
| Volatility 6M: |
|
138.18% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
