BVT Call 190 BA 20.09.2024
/ DE000VM3L902
BVT Call 190 BA 20.09.2024/ DE000VM3L902 /
| 2024-06-07 8:56:10 AM |
Chg.+0.08 |
Bid10:00:05 PM |
Ask10:00:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.42EUR |
+5.97% |
-
Bid Size: - |
-
Ask Size: - |
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: |
13.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.15 |
| Intrinsic value: |
0.02 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.28 |
| Parity: |
0.02 |
| Time value: |
1.33 |
| Break-even: |
189.40 |
| Moneyness: |
1.00 |
| Premium: |
0.08 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.02 |
| Spread %: |
1.50% |
| Delta: |
0.56 |
| Theta: |
-0.07 |
| Omega: |
7.33 |
| Rho: |
0.24 |
Quote data
| Open: |
1.42 |
| High: |
1.42 |
| Low: |
1.42 |
| Previous Close: |
1.34 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+118.46% |
| 1 Month |
|
|
+36.54% |
| 3 Months |
|
|
-45.80% |
| YTD |
|
|
-80.68% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.42 |
0.83 |
| 1M High / 1M Low: |
1.42 |
0.61 |
| 6M High / 6M Low: |
7.84 |
0.50 |
| High (YTD): |
2024-01-02 |
6.81 |
| Low (YTD): |
2024-04-25 |
0.50 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.19 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.00 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.75 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
251.50% |
| Volatility 6M: |
|
176.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
