BVT Call 230 STZ 21.06.2024
/ DE000VM6PBB9
BVT Call 230 STZ 21.06.2024/ DE000VM6PBB9 /
| 2024-06-07 8:52:05 AM |
Chg.+0.04 |
Bid10:00:05 PM |
Ask10:00:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.94EUR |
+2.11% |
-
Bid Size: - |
-
Ask Size: - |
Constellation Brands... |
230.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM6PBB |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Constellation Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
230.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-08 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.88 |
| Intrinsic value: |
1.85 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.16 |
| Parity: |
1.85 |
| Time value: |
0.09 |
| Break-even: |
230.57 |
| Moneyness: |
1.09 |
| Premium: |
0.00 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.03 |
| Spread %: |
1.57% |
| Delta: |
0.91 |
| Theta: |
-0.11 |
| Omega: |
10.77 |
| Rho: |
0.07 |
Quote data
| Open: |
1.94 |
| High: |
1.94 |
| Low: |
1.94 |
| Previous Close: |
1.90 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.50% |
| 1 Month |
|
|
-29.71% |
| 3 Months |
|
|
-14.91% |
| YTD |
|
|
-17.80% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.03 |
1.61 |
| 1M High / 1M Low: |
3.14 |
1.29 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-26 |
4.07 |
| Low (YTD): |
2024-05-30 |
1.29 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.89 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.20 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
210.58% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
