BVT Call 135 FI 20.09.2024
/ DE000VM3MMX4
BVT Call 135 FI 20.09.2024/ DE000VM3MMX4 /
| 2024-05-27 8:53:57 AM |
Chg.0.00 |
Bid4:36:42 PM |
Ask4:36:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.84EUR |
0.00% |
1.85
Bid Size: 10,000 |
1.89
Ask Size: 10,000 |
Fiserv |
135.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM3MMX |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Fiserv |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
135.00 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: |
7.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.60 |
| Intrinsic value: |
1.41 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.15 |
| Parity: |
1.41 |
| Time value: |
0.45 |
| Break-even: |
143.06 |
| Moneyness: |
1.11 |
| Premium: |
0.03 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
1.09% |
| Delta: |
0.79 |
| Theta: |
-0.04 |
| Omega: |
5.89 |
| Rho: |
0.29 |
Quote data
| Open: |
1.84 |
| High: |
1.84 |
| Low: |
1.84 |
| Previous Close: |
1.84 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.68% |
| 1 Month |
|
|
-21.70% |
| 3 Months |
|
|
-17.12% |
| YTD |
|
|
+67.27% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.10 |
1.84 |
| 1M High / 1M Low: |
2.47 |
1.84 |
| 6M High / 6M Low: |
2.81 |
0.79 |
| High (YTD): |
2024-03-28 |
2.81 |
| Low (YTD): |
2024-01-03 |
1.03 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.99 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.09 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.82 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
106.37% |
| Volatility 6M: |
|
106.02% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
