BVT Call 220 BA 20.09.2024
/ DE000VM3L9R4
BVT Call 220 BA 20.09.2024/ DE000VM3L9R4 /
| 2024-05-31 8:54:31 AM |
Chg.+0.012 |
Bid9:44:36 AM |
Ask9:44:36 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.165EUR |
+7.84% |
0.161
Bid Size: 16,000 |
0.173
Ask Size: 16,000 |
Boeing Co |
220.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM3L9R |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Boeing Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 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: |
90.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.28 |
| Parity: |
-4.36 |
| Time value: |
0.18 |
| Break-even: |
204.87 |
| Moneyness: |
0.79 |
| Premium: |
0.28 |
| Premium p.a.: |
1.26 |
| Spread abs.: |
0.01 |
| Spread %: |
7.32% |
| Delta: |
0.13 |
| Theta: |
-0.03 |
| Omega: |
11.58 |
| Rho: |
0.06 |
Quote data
| Open: |
0.165 |
| High: |
0.165 |
| Low: |
0.165 |
| Previous Close: |
0.153 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.72% |
| 1 Month |
|
|
-23.96% |
| 3 Months |
|
|
-88.04% |
| YTD |
|
|
-96.82% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.211 |
0.153 |
| 1M High / 1M Low: |
0.400 |
0.153 |
| 6M High / 6M Low: |
5.650 |
0.128 |
| High (YTD): |
2024-01-02 |
4.670 |
| Low (YTD): |
2024-04-25 |
0.128 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.194 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.277 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.694 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
300.67% |
| Volatility 6M: |
|
209.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
