BVT Call 150 FI 20.09.2024
/ DE000VM72WU7
BVT Call 150 FI 20.09.2024/ DE000VM72WU7 /
| 2024-05-27 8:45:15 AM |
Chg.-0.010 |
Bid4:08:11 PM |
Ask4:08:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.810EUR |
-1.22% |
0.810
Bid Size: 14,000 |
0.840
Ask Size: 14,000 |
Fiserv |
150.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM72WU |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Fiserv |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-08 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
16.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.57 |
| Intrinsic value: |
0.03 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.15 |
| Parity: |
0.03 |
| Time value: |
0.80 |
| Break-even: |
146.59 |
| Moneyness: |
1.00 |
| Premium: |
0.06 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.02 |
| Spread %: |
2.47% |
| Delta: |
0.57 |
| Theta: |
-0.04 |
| Omega: |
9.51 |
| Rho: |
0.22 |
Quote data
| Open: |
0.810 |
| High: |
0.810 |
| Low: |
0.810 |
| Previous Close: |
0.820 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.49% |
| 1 Month |
|
|
-36.22% |
| 3 Months |
|
|
-31.93% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.000 |
0.820 |
| 1M High / 1M Low: |
1.370 |
0.820 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.926 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.026 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
160.94% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
