BVT Call 250 AP3 20.09.2024
/ DE000VM9VEH2
BVT Call 250 AP3 20.09.2024/ DE000VM9VEH2 /
| 2024-05-03 7:42:11 PM |
Chg.+0.150 |
Bid9:59:06 PM |
Ask9:59:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.350EUR |
+12.50% |
-
Bid Size: - |
-
Ask Size: - |
AIR PROD. CHEM. ... |
250.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
VM9VEH |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
AIR PROD. CHEM. DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-07 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
16.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.76 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.26 |
| Parity: |
-2.15 |
| Time value: |
1.35 |
| Break-even: |
263.50 |
| Moneyness: |
0.91 |
| Premium: |
0.15 |
| Premium p.a.: |
0.45 |
| Spread abs.: |
0.02 |
| Spread %: |
1.50% |
| Delta: |
0.41 |
| Theta: |
-0.08 |
| Omega: |
6.97 |
| Rho: |
0.31 |
Quote data
| Open: |
1.310 |
| High: |
1.350 |
| Low: |
1.230 |
| Previous Close: |
1.200 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.39% |
| 1 Month |
|
|
-4.26% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.350 |
0.930 |
| 1M High / 1M Low: |
1.410 |
0.930 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.170 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.166 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
169.98% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
