BVT Call 180 HSY 21.06.2024
/ DE000VM67ZZ9
BVT Call 180 HSY 21.06.2024/ DE000VM67ZZ9 /
| 2024-05-20 8:15:24 AM |
Chg.-0.09 |
Bid12:08:58 PM |
Ask12:08:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.62EUR |
-3.32% |
2.64
Bid Size: 5,000 |
2.74
Ask Size: 5,000 |
Hershey Company |
180.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM67ZZ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Hershey Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
180.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-19 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.54 |
| Intrinsic value: |
2.49 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.18 |
| Parity: |
2.49 |
| Time value: |
0.14 |
| Break-even: |
191.86 |
| Moneyness: |
1.15 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
0.77% |
| Delta: |
0.91 |
| Theta: |
-0.07 |
| Omega: |
6.61 |
| Rho: |
0.13 |
Quote data
| Open: |
2.62 |
| High: |
2.62 |
| Low: |
2.62 |
| Previous Close: |
2.71 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.62% |
| 1 Month |
|
|
+151.92% |
| 3 Months |
|
|
+50.57% |
| YTD |
|
|
+70.13% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.76 |
2.35 |
| 1M High / 1M Low: |
2.76 |
1.11 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-14 |
2.76 |
| Low (YTD): |
2024-04-18 |
1.01 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.58 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.80 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
171.53% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
