BVT Call 160 FI 20.09.2024
/ DE000VM9EME8
BVT Call 160 FI 20.09.2024/ DE000VM9EME8 /
| 2024-06-06 7:53:33 PM |
Chg.+0.020 |
Bid8:35:37 PM |
Ask8:35:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.340EUR |
+6.25% |
0.350
Bid Size: 44,000 |
0.370
Ask Size: 44,000 |
Fiserv |
160.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM9EME |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Fiserv |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-31 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
40.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.15 |
| Parity: |
-0.98 |
| Time value: |
0.34 |
| Break-even: |
150.54 |
| Moneyness: |
0.93 |
| Premium: |
0.10 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.02 |
| Spread %: |
6.25% |
| Delta: |
0.33 |
| Theta: |
-0.03 |
| Omega: |
13.48 |
| Rho: |
0.12 |
Quote data
| Open: |
0.340 |
| High: |
0.350 |
| Low: |
0.340 |
| Previous Close: |
0.320 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.68% |
| 1 Month |
|
|
-24.44% |
| 3 Months |
|
|
-50.72% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.320 |
0.270 |
| 1M High / 1M Low: |
0.590 |
0.270 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.302 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.424 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
179.66% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
