BVT Call 145 CMC 21.06.2024
/ DE000VV83BC7
BVT Call 145 CMC 21.06.2024/ DE000VV83BC7 /
| 2024-05-27 8:28:53 AM |
Chg.+0.41 |
Bid10:39:06 AM |
Ask10:39:06 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.28EUR |
+8.42% |
5.24
Bid Size: 6,000 |
5.30
Ask Size: 6,000 |
JPMORGAN CHASE ... |
145.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
VV83BC |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
JPMORGAN CHASE DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
145.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-11-02 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.04 |
| Intrinsic value: |
4.00 |
| Implied volatility: |
1.60 |
| Historic volatility: |
0.15 |
| Parity: |
4.00 |
| Time value: |
1.20 |
| Break-even: |
197.00 |
| Moneyness: |
1.28 |
| Premium: |
0.06 |
| Premium p.a.: |
1.49 |
| Spread abs.: |
0.01 |
| Spread %: |
0.19% |
| Delta: |
0.79 |
| Theta: |
-0.46 |
| Omega: |
2.80 |
| Rho: |
0.06 |
Quote data
| Open: |
5.28 |
| High: |
5.28 |
| Low: |
5.28 |
| Previous Close: |
4.87 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.01% |
| 1 Month |
|
|
+13.79% |
| 3 Months |
|
|
+37.86% |
| YTD |
|
|
+93.41% |
| 1 Year |
|
|
+336.36% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.74 |
4.85 |
| 1M High / 1M Low: |
5.74 |
4.38 |
| 6M High / 6M Low: |
5.74 |
1.51 |
| High (YTD): |
2024-05-20 |
5.74 |
| Low (YTD): |
2024-01-18 |
2.47 |
| 52W High: |
2024-05-20 |
5.74 |
| 52W Low: |
2023-10-27 |
0.79 |
| Avg. price 1W: |
|
5.12 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.90 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.64 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.53 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
78.58% |
| Volatility 6M: |
|
72.23% |
| Volatility 1Y: |
|
91.09% |
| Volatility 3Y: |
|
- |
