BVT Call 150 ROST 21.06.2024
/ DE000VM5PEW1
BVT Call 150 ROST 21.06.2024/ DE000VM5PEW1 /
2024-06-11 8:48:12 AM |
Chg.+0.001 |
Bid3:38:53 PM |
Ask3:38:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.014EUR |
+7.69% |
0.010 Bid Size: 78,000 |
0.027 Ask Size: 78,000 |
Ross Stores Inc |
150.00 USD |
2024-06-21 |
Call |
Master data
WKN: |
VM5PEW |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Ross Stores Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
150.00 USD |
Maturity: |
2024-06-21 |
Issue date: |
2023-11-20 |
Last trading day: |
2024-06-21 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
498.12 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.18 |
Historic volatility: |
0.19 |
Parity: |
-0.49 |
Time value: |
0.03 |
Break-even: |
139.63 |
Moneyness: |
0.97 |
Premium: |
0.04 |
Premium p.a.: |
2.93 |
Spread abs.: |
0.01 |
Spread %: |
68.75% |
Delta: |
0.13 |
Theta: |
-0.05 |
Omega: |
65.93 |
Rho: |
0.00 |
Quote data
Open: |
0.014 |
High: |
0.014 |
Low: |
0.014 |
Previous Close: |
0.013 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-86.67% |
3 Months |
|
|
-97.59% |
YTD |
|
|
-97.08% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.035 |
0.013 |
1M High / 1M Low: |
0.119 |
0.011 |
6M High / 6M Low: |
0.940 |
0.011 |
High (YTD): |
2024-02-29 |
0.940 |
Low (YTD): |
2024-05-30 |
0.011 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.019 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.042 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.378 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
1,081.11% |
Volatility 6M: |
|
481.03% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |