BVT Call 115 FI 20.09.2024
/ DE000VM3MK13
BVT Call 115 FI 20.09.2024/ DE000VM3MK13 /
| 2024-05-23 5:03:24 PM |
Chg.-0.080 |
Bid7:03:04 PM |
Ask7:03:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.640EUR |
-2.15% |
3.580
Bid Size: 23,000 |
3.600
Ask Size: 23,000 |
Fiserv |
115.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM3MK1 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Fiserv |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-09 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.60 |
| Intrinsic value: |
3.47 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.15 |
| Parity: |
3.47 |
| Time value: |
0.29 |
| Break-even: |
143.83 |
| Moneyness: |
1.33 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
0.53% |
| Delta: |
0.91 |
| Theta: |
-0.03 |
| Omega: |
3.41 |
| Rho: |
0.30 |
Quote data
| Open: |
3.780 |
| High: |
3.790 |
| Low: |
3.640 |
| Previous Close: |
3.720 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.21% |
| 1 Month |
|
|
-11.86% |
| 3 Months |
|
|
-4.96% |
| YTD |
|
|
+49.18% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.840 |
3.590 |
| 1M High / 1M Low: |
4.190 |
3.500 |
| 6M High / 6M Low: |
4.490 |
1.940 |
| High (YTD): |
2024-03-28 |
4.490 |
| Low (YTD): |
2024-01-03 |
2.320 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.714 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.820 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.318 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
65.82% |
| Volatility 6M: |
|
55.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
