BVT Call 19.5 DHER 21.06.2024
/ DE000VM9EH95
BVT Call 19.5 DHER 21.06.2024/ DE000VM9EH95 /
2024-05-31 8:08:01 PM |
Chg.-0.040 |
Bid8:08:01 PM |
Ask8:08:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.870EUR |
-4.40% |
- Bid Size: - |
- Ask Size: - |
DELIVERY HERO SE NA ... |
19.50 EUR |
2024-06-21 |
Call |
Master data
WKN: |
VM9EH9 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
DELIVERY HERO SE NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
19.50 EUR |
Maturity: |
2024-06-21 |
Issue date: |
2024-01-31 |
Last trading day: |
2024-06-21 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
3.10 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.85 |
Intrinsic value: |
0.84 |
Implied volatility: |
1.43 |
Historic volatility: |
0.69 |
Parity: |
0.84 |
Time value: |
0.06 |
Break-even: |
28.50 |
Moneyness: |
1.43 |
Premium: |
0.02 |
Premium p.a.: |
0.46 |
Spread abs.: |
0.03 |
Spread %: |
3.45% |
Delta: |
0.89 |
Theta: |
-0.04 |
Omega: |
2.77 |
Rho: |
0.01 |
Quote data
Open: |
0.840 |
High: |
0.880 |
Low: |
0.840 |
Previous Close: |
0.910 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-17.92% |
1 Month |
|
|
+14.47% |
3 Months |
|
|
+61.11% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.030 |
0.840 |
1M High / 1M Low: |
1.290 |
0.590 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.936 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.938 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
375.67% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |