BVT Call 190 BA 20.09.2024
/ DE000VM3L902
BVT Call 190 BA 20.09.2024/ DE000VM3L902 /
| 2024-05-31 8:54:32 AM |
Chg.+0.040 |
Bid1:35:28 PM |
Ask1:35:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.650EUR |
+6.56% |
0.660
Bid Size: 26,000 |
0.690
Ask Size: 26,000 |
Boeing Co |
190.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM3L90 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Boeing Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
190.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-09 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
23.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.48 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.28 |
| Parity: |
-1.59 |
| Time value: |
0.67 |
| Break-even: |
182.12 |
| Moneyness: |
0.91 |
| Premium: |
0.14 |
| Premium p.a.: |
0.54 |
| Spread abs.: |
0.02 |
| Spread %: |
3.08% |
| Delta: |
0.36 |
| Theta: |
-0.06 |
| Omega: |
8.63 |
| Rho: |
0.16 |
Quote data
| Open: |
0.650 |
| High: |
0.650 |
| Low: |
0.650 |
| Previous Close: |
0.610 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.72% |
| 1 Month |
|
|
-16.67% |
| 3 Months |
|
|
-77.35% |
| YTD |
|
|
-91.16% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.760 |
0.610 |
| 1M High / 1M Low: |
1.270 |
0.610 |
| 6M High / 6M Low: |
7.840 |
0.500 |
| High (YTD): |
2024-01-02 |
6.810 |
| Low (YTD): |
2024-04-25 |
0.500 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.714 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.948 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.998 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
244.98% |
| Volatility 6M: |
|
164.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
