BVT Call 260 AP3 21.06.2024
/ DE000VM6JPD8
BVT Call 260 AP3 21.06.2024/ DE000VM6JPD8 /
| 2024-05-24 4:52:27 PM |
Chg.+0.220 |
Bid7:40:32 PM |
Ask7:40:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.890EUR |
+32.84% |
0.890
Bid Size: 19,000 |
0.910
Ask Size: 19,000 |
AIR PROD. CHEM. ... |
260.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
VM6JPD |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
AIR PROD. CHEM. DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
260.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-07 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
32.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.25 |
| Parity: |
-1.67 |
| Time value: |
0.76 |
| Break-even: |
267.60 |
| Moneyness: |
0.94 |
| Premium: |
0.10 |
| Premium p.a.: |
2.47 |
| Spread abs.: |
0.02 |
| Spread %: |
2.70% |
| Delta: |
0.35 |
| Theta: |
-0.24 |
| Omega: |
11.28 |
| Rho: |
0.06 |
Quote data
| Open: |
0.740 |
| High: |
0.890 |
| Low: |
0.740 |
| Previous Close: |
0.670 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+41.27% |
| 1 Month |
|
|
+178.13% |
| 3 Months |
|
|
+97.78% |
| YTD |
|
|
-67.52% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.890 |
0.630 |
| 1M High / 1M Low: |
0.890 |
0.161 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-02 |
2.750 |
| Low (YTD): |
2024-04-30 |
0.161 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.768 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.423 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
453.32% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
