BVT Call 125 FI 20.09.2024
/ DE000VM3MMU0
BVT Call 125 FI 20.09.2024/ DE000VM3MMU0 /
2024-06-06 7:43:18 PM |
Chg.+0.050 |
Bid9:59:57 PM |
Ask9:59:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.600EUR |
+1.96% |
- Bid Size: - |
- Ask Size: - |
Fiserv |
125.00 USD |
2024-09-20 |
Call |
Master data
WKN: |
VM3MMU |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Fiserv |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
125.00 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: |
5.34 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.36 |
Intrinsic value: |
2.24 |
Implied volatility: |
0.36 |
Historic volatility: |
0.15 |
Parity: |
2.24 |
Time value: |
0.33 |
Break-even: |
140.65 |
Moneyness: |
1.19 |
Premium: |
0.02 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.02 |
Spread %: |
0.78% |
Delta: |
0.86 |
Theta: |
-0.04 |
Omega: |
4.58 |
Rho: |
0.27 |
Quote data
Open: |
2.610 |
High: |
2.620 |
Low: |
2.600 |
Previous Close: |
2.550 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+4.84% |
1 Month |
|
|
-11.56% |
3 Months |
|
|
-10.03% |
YTD |
|
|
+51.16% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.600 |
2.400 |
1M High / 1M Low: |
3.090 |
2.400 |
6M High / 6M Low: |
3.610 |
1.630 |
High (YTD): |
2024-03-28 |
3.610 |
Low (YTD): |
2024-01-03 |
1.630 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.500 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.737 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.608 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
59.50% |
Volatility 6M: |
|
67.79% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |