BVT Call 230 BA 20.09.2024
/ DE000VM3L9Z7
BVT Call 230 BA 20.09.2024/ DE000VM3L9Z7 /
| 2024-05-31 8:54:31 AM |
Chg.+0.007 |
Bid9:48:46 AM |
Ask9:48:46 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.101EUR |
+7.45% |
0.098
Bid Size: 16,000 |
0.110
Ask Size: 16,000 |
Boeing Co |
230.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM3L9Z |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Boeing Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
230.00 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: |
142.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.28 |
| Parity: |
-5.29 |
| Time value: |
0.11 |
| Break-even: |
213.46 |
| Moneyness: |
0.75 |
| Premium: |
0.34 |
| Premium p.a.: |
1.59 |
| Spread abs.: |
0.01 |
| Spread %: |
12.00% |
| Delta: |
0.09 |
| Theta: |
-0.02 |
| Omega: |
12.39 |
| Rho: |
0.04 |
Quote data
| Open: |
0.101 |
| High: |
0.101 |
| Low: |
0.101 |
| Previous Close: |
0.094 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.90% |
| 1 Month |
|
|
-25.19% |
| 3 Months |
|
|
-90.38% |
| YTD |
|
|
-97.78% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.132 |
0.094 |
| 1M High / 1M Low: |
0.260 |
0.094 |
| 6M High / 6M Low: |
4.980 |
0.079 |
| High (YTD): |
2024-01-02 |
4.030 |
| Low (YTD): |
2024-04-25 |
0.079 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.122 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.179 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.383 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
328.21% |
| Volatility 6M: |
|
226.68% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
