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BVT Call 1225 REGN 20.09.2024/  DE000VM2R3U6  /

EUWAX
2024-06-11  8:51:32 AM Chg.-0.003 Bid3:11:15 PM Ask3:11:15 PM Underlying Strike price Expiration date Option type
0.064EUR -4.48% 0.060
Bid Size: 4,500		 0.070
Ask Size: 4,500		 Regeneron Pharmaceut... 1,225.00 USD 2024-09-20 Call
 

Master data

WKN: VM2R3U
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Regeneron Pharmaceuticals Inc
Type: Warrant
Option type: Call
Strike price: 1,225.00 USD
Maturity: 2024-09-20
Issue date: 2023-09-22
Last trading day: 2024-09-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 124.09
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.18
Parity: -2.07
Time value: 0.08
Break-even: 1,145.62
Moneyness: 0.82
Premium: 0.23
Premium p.a.: 1.12
Spread abs.: 0.01
Spread %: 15.38%
Delta: 0.12
Theta: -0.15
Omega: 14.46
Rho: 0.28
 

Quote data

Open: 0.064
High: 0.064
Low: 0.064
Previous Close: 0.067
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.03%
1 Month
  -17.95%
3 Months
  -67.51%
YTD
  -54.29%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.076 0.066
1M High / 1M Low: 0.087 0.052
6M High / 6M Low: 0.223 0.052
High (YTD): 2024-02-28 0.223
Low (YTD): 2024-05-30 0.052
52W High: - -
52W Low: - -
Avg. price 1W:   0.070
Avg. volume 1W:   0.000
Avg. price 1M:   0.071
Avg. volume 1M:   0.000
Avg. price 6M:   0.140
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   149.07%
Volatility 6M:   139.24%
Volatility 1Y:   -
Volatility 3Y:   -