BVT Call 130 EL 21.06.2024
/ DE000VM525K5
BVT Call 130 EL 21.06.2024/ DE000VM525K5 /
| 2024-05-31 8:24:57 AM |
Chg.+0.007 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.106EUR |
+7.07% |
-
Bid Size: - |
-
Ask Size: - |
Estee Lauder Compani... |
130.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM525K |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Estee Lauder Companies Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-29 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
70.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.20 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.39 |
| Parity: |
-0.61 |
| Time value: |
0.16 |
| Break-even: |
121.44 |
| Moneyness: |
0.95 |
| Premium: |
0.07 |
| Premium p.a.: |
2.32 |
| Spread abs.: |
0.01 |
| Spread %: |
6.62% |
| Delta: |
0.29 |
| Theta: |
-0.08 |
| Omega: |
20.17 |
| Rho: |
0.02 |
Quote data
| Open: |
0.106 |
| High: |
0.106 |
| Low: |
0.106 |
| Previous Close: |
0.099 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-59.23% |
| 1 Month |
|
|
-84.41% |
| 3 Months |
|
|
-95.43% |
| YTD |
|
|
-95.84% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.216 |
0.099 |
| 1M High / 1M Low: |
0.960 |
0.099 |
| 6M High / 6M Low: |
3.050 |
0.099 |
| High (YTD): |
2024-03-14 |
3.050 |
| Low (YTD): |
2024-05-30 |
0.099 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.169 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.534 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.748 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
350.47% |
| Volatility 6M: |
|
231.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
