BVT Call 180 VEEV 21.06.2024
/ DE000VM524X1
BVT Call 180 VEEV 21.06.2024/ DE000VM524X1 /
| 2024-06-07 8:25:36 AM |
Chg.+0.210 |
Bid5:59:26 PM |
Ask5:59:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.690EUR |
+43.75% |
0.610
Bid Size: 24,000 |
0.640
Ask Size: 24,000 |
Veeva Systems Inc |
180.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM524X |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Veeva Systems Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
180.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-29 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
23.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.66 |
| Intrinsic value: |
0.46 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.28 |
| Parity: |
0.46 |
| Time value: |
0.27 |
| Break-even: |
172.56 |
| Moneyness: |
1.03 |
| Premium: |
0.02 |
| Premium p.a.: |
0.51 |
| Spread abs.: |
0.03 |
| Spread %: |
4.29% |
| Delta: |
0.68 |
| Theta: |
-0.16 |
| Omega: |
15.79 |
| Rho: |
0.04 |
Quote data
| Open: |
0.690 |
| High: |
0.690 |
| Low: |
0.690 |
| Previous Close: |
0.480 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.85% |
| 1 Month |
|
|
-73.66% |
| 3 Months |
|
|
-85.13% |
| YTD |
|
|
-74.82% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.820 |
0.170 |
| 1M High / 1M Low: |
3.180 |
0.170 |
| 6M High / 6M Low: |
5.510 |
0.170 |
| High (YTD): |
2024-03-14 |
5.510 |
| Low (YTD): |
2024-06-04 |
0.170 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.434 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.197 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.329 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
575.63% |
| Volatility 6M: |
|
253.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
