BVT Call 260 AP3 20.09.2024
/ DE000VM8GP45
BVT Call 260 AP3 20.09.2024/ DE000VM8GP45 /
| 2024-05-03 7:51:15 PM |
Chg.+0.090 |
Bid9:58:49 PM |
Ask9:58:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.940EUR |
+10.59% |
-
Bid Size: - |
-
Ask Size: - |
AIR PROD. CHEM. ... |
260.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
VM8GP4 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
AIR PROD. CHEM. DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
260.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-15 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
24.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.52 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.26 |
| Parity: |
-3.15 |
| Time value: |
0.94 |
| Break-even: |
269.40 |
| Moneyness: |
0.88 |
| Premium: |
0.18 |
| Premium p.a.: |
0.54 |
| Spread abs.: |
0.02 |
| Spread %: |
2.17% |
| Delta: |
0.33 |
| Theta: |
-0.07 |
| Omega: |
8.04 |
| Rho: |
0.25 |
Quote data
| Open: |
0.920 |
| High: |
0.940 |
| Low: |
0.880 |
| Previous Close: |
0.850 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.30% |
| 1 Month |
|
|
-8.74% |
| 3 Months |
|
|
+64.91% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.940 |
0.650 |
| 1M High / 1M Low: |
1.030 |
0.650 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.833 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.843 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
190.67% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
