BVT Call 105 ROST 21.06.2024
/ DE000VU9SDD9
BVT Call 105 ROST 21.06.2024/ DE000VU9SDD9 /
2024-06-10 7:54:08 PM |
Chg.+0.020 |
Bid9:58:58 PM |
Ask9:58:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.720EUR |
+0.54% |
- Bid Size: - |
- Ask Size: - |
Ross Stores Inc |
105.00 USD |
2024-06-21 |
Call |
Master data
WKN: |
VU9SDD |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Ross Stores Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
105.00 USD |
Maturity: |
2024-06-21 |
Issue date: |
2023-07-11 |
Last trading day: |
2024-06-21 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.66 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.65 |
Intrinsic value: |
3.64 |
Implied volatility: |
0.79 |
Historic volatility: |
0.19 |
Parity: |
3.64 |
Time value: |
0.02 |
Break-even: |
134.01 |
Moneyness: |
1.37 |
Premium: |
0.00 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.01 |
Spread %: |
0.27% |
Delta: |
0.99 |
Theta: |
-0.03 |
Omega: |
3.63 |
Rho: |
0.03 |
Quote data
Open: |
3.650 |
High: |
3.720 |
Low: |
3.650 |
Previous Close: |
3.700 |
Turnover: |
0.000 |
Market phase: |
BOOK |
All quotes in EUR
Performance
1 Week |
|
|
+13.41% |
1 Month |
|
|
+36.26% |
3 Months |
|
|
-4.62% |
YTD |
|
|
+13.07% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.720 |
3.280 |
1M High / 1M Low: |
3.720 |
2.500 |
6M High / 6M Low: |
4.420 |
2.280 |
High (YTD): |
2024-02-28 |
4.420 |
Low (YTD): |
2024-05-02 |
2.280 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.584 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.078 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.386 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
163.28% |
Volatility 6M: |
|
79.84% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |