BVT Call 125 TGT 21.06.2024
/ DE000VM090W5
BVT Call 125 TGT 21.06.2024/ DE000VM090W5 /
| 2024-05-17 8:37:15 AM |
Chg.+0.30 |
Bid10:00:04 PM |
Ask10:00:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.39EUR |
+9.71% |
-
Bid Size: - |
-
Ask Size: - |
Target Corp |
125.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM090W |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Target Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
125.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-17 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.27 |
| Intrinsic value: |
3.23 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.28 |
| Parity: |
3.23 |
| Time value: |
0.10 |
| Break-even: |
148.31 |
| Moneyness: |
1.28 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
0.60% |
| Delta: |
0.95 |
| Theta: |
-0.05 |
| Omega: |
4.19 |
| Rho: |
0.10 |
Quote data
| Open: |
3.39 |
| High: |
3.39 |
| Low: |
3.39 |
| Previous Close: |
3.09 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.63% |
| 1 Month |
|
|
-11.49% |
| 3 Months |
|
|
+44.87% |
| YTD |
|
|
+55.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.56 |
3.09 |
| 1M High / 1M Low: |
4.18 |
2.98 |
| 6M High / 6M Low: |
5.01 |
1.43 |
| High (YTD): |
2024-04-02 |
5.01 |
| Low (YTD): |
2024-01-18 |
1.69 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.32 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.53 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.84 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.46% |
| Volatility 6M: |
|
109.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
