BVT Call 250 ROG 21.06.2024
/ DE000VM2JU82
BVT Call 250 ROG 21.06.2024/ DE000VM2JU82 /
| 2024-05-03 8:41:54 AM |
Chg.-0.021 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.011EUR |
-65.63% |
-
Bid Size: - |
-
Ask Size: - |
ROCHE GS |
250.00 CHF |
2024-06-21 |
Call |
Master data
| WKN: |
VM2JU8 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ROCHE GS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 CHF |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-18 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
652.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.21 |
| Parity: |
-3.50 |
| Time value: |
0.03 |
| Break-even: |
257.00 |
| Moneyness: |
0.86 |
| Premium: |
0.16 |
| Premium p.a.: |
2.08 |
| Spread abs.: |
0.01 |
| Spread %: |
41.67% |
| Delta: |
0.05 |
| Theta: |
-0.02 |
| Omega: |
30.36 |
| Rho: |
0.01 |
Quote data
| Open: |
0.011 |
| High: |
0.011 |
| Low: |
0.011 |
| Previous Close: |
0.032 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-75.56% |
| 1 Month |
|
|
-93.79% |
| 3 Months |
|
|
-97.56% |
| YTD |
|
|
-98.63% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.048 |
0.011 |
| 1M High / 1M Low: |
0.192 |
0.011 |
| 6M High / 6M Low: |
1.430 |
0.011 |
| High (YTD): |
2024-01-04 |
1.370 |
| Low (YTD): |
2024-05-03 |
0.011 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.032 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.093 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.544 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
490.78% |
| Volatility 6M: |
|
295.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
