BVT Call 120 FI 20.09.2024
/ DE000VM3MMZ9
BVT Call 120 FI 20.09.2024/ DE000VM3MMZ9 /
2024-05-23 5:04:07 PM |
Chg.-0.070 |
Bid6:47:39 PM |
Ask6:47:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.210EUR |
-2.13% |
3.140 Bid Size: 23,000 |
3.160 Ask Size: 23,000 |
Fiserv |
120.00 USD |
2024-09-20 |
Call |
Master data
WKN: |
VM3MMZ |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Fiserv |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
120.00 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: |
4.25 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.15 |
Intrinsic value: |
3.01 |
Implied volatility: |
0.39 |
Historic volatility: |
0.15 |
Parity: |
3.01 |
Time value: |
0.31 |
Break-even: |
144.05 |
Moneyness: |
1.27 |
Premium: |
0.02 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.02 |
Spread %: |
0.61% |
Delta: |
0.89 |
Theta: |
-0.03 |
Omega: |
3.80 |
Rho: |
0.31 |
Quote data
Open: |
3.340 |
High: |
3.350 |
Low: |
3.210 |
Previous Close: |
3.280 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-5.59% |
1 Month |
|
|
-13.01% |
3 Months |
|
|
-6.14% |
YTD |
|
|
+53.59% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.400 |
3.150 |
1M High / 1M Low: |
3.750 |
3.070 |
6M High / 6M Low: |
4.050 |
1.610 |
High (YTD): |
2024-03-28 |
4.050 |
Low (YTD): |
2024-01-03 |
1.970 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.274 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.383 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.917 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
73.60% |
Volatility 6M: |
|
62.81% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |