BVT Call 135 ROST 21.06.2024
/ DE000VU98CY9
BVT Call 135 ROST 21.06.2024/ DE000VU98CY9 /
| 2024-06-04 7:50:42 PM |
Chg.-0.010 |
Bid9:59:21 PM |
Ask9:59:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.580EUR |
-1.69% |
-
Bid Size: - |
-
Ask Size: - |
Ross Stores Inc |
135.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VU98CY |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Ross Stores Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
135.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-21 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
19.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.62 |
| Intrinsic value: |
0.57 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.19 |
| Parity: |
0.57 |
| Time value: |
0.09 |
| Break-even: |
130.37 |
| Moneyness: |
1.05 |
| Premium: |
0.01 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.01 |
| Spread %: |
1.54% |
| Delta: |
0.82 |
| Theta: |
-0.06 |
| Omega: |
16.08 |
| Rho: |
0.05 |
Quote data
| Open: |
0.600 |
| High: |
0.600 |
| Low: |
0.580 |
| Previous Close: |
0.590 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.09% |
| 1 Month |
|
|
+61.11% |
| 3 Months |
|
|
-68.98% |
| YTD |
|
|
-48.21% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.600 |
0.430 |
| 1M High / 1M Low: |
0.890 |
0.320 |
| 6M High / 6M Low: |
1.930 |
0.260 |
| High (YTD): |
2024-02-28 |
1.930 |
| Low (YTD): |
2024-05-02 |
0.260 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.518 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.468 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.040 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
651.58% |
| Volatility 6M: |
|
283.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
