BVT Call 110 FI 20.09.2024
/ DE000VM34AZ2
BVT Call 110 FI 20.09.2024/ DE000VM34AZ2 /
| 2024-05-27 8:25:53 AM |
Chg.-0.02 |
Bid3:10:47 PM |
Ask3:10:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.95EUR |
-0.50% |
3.96
Bid Size: 9,000 |
4.01
Ask Size: 9,000 |
Fiserv |
110.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM34AZ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Fiserv |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-17 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.84 |
| Intrinsic value: |
3.72 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.15 |
| Parity: |
3.72 |
| Time value: |
0.25 |
| Break-even: |
141.11 |
| Moneyness: |
1.37 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
0.51% |
| Delta: |
0.92 |
| Theta: |
-0.03 |
| Omega: |
3.23 |
| Rho: |
0.28 |
Quote data
| Open: |
3.95 |
| High: |
3.95 |
| Low: |
3.95 |
| Previous Close: |
3.97 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.73% |
| 1 Month |
|
|
-11.63% |
| 3 Months |
|
|
-6.62% |
| YTD |
|
|
+41.07% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.26 |
3.97 |
| 1M High / 1M Low: |
4.62 |
3.94 |
| 6M High / 6M Low: |
4.92 |
2.32 |
| High (YTD): |
2024-03-28 |
4.92 |
| Low (YTD): |
2024-01-03 |
2.71 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.14 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.23 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.75 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
57.60% |
| Volatility 6M: |
|
58.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
