BVT Call 270 STZ 21.06.2024
/ DE000VM6FWP6
BVT Call 270 STZ 21.06.2024/ DE000VM6FWP6 /
| 2024-05-22 8:44:48 AM |
Chg.+0.011 |
Bid9:02:35 AM |
Ask9:02:35 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.052EUR |
+26.83% |
0.050
Bid Size: 10,000 |
0.074
Ask Size: 10,000 |
Constellation Brands... |
270.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM6FWP |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Constellation Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
270.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-06 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
300.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.16 |
| Parity: |
-1.75 |
| Time value: |
0.08 |
| Break-even: |
249.53 |
| Moneyness: |
0.93 |
| Premium: |
0.08 |
| Premium p.a.: |
1.53 |
| Spread abs.: |
0.02 |
| Spread %: |
45.28% |
| Delta: |
0.12 |
| Theta: |
-0.05 |
| Omega: |
35.94 |
| Rho: |
0.02 |
Quote data
| Open: |
0.052 |
| High: |
0.052 |
| Low: |
0.052 |
| Previous Close: |
0.041 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-45.26% |
| 1 Month |
|
|
-88.18% |
| 3 Months |
|
|
-85.56% |
| YTD |
|
|
-91.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.104 |
0.041 |
| 1M High / 1M Low: |
0.440 |
0.041 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-26 |
1.100 |
| Low (YTD): |
2024-05-21 |
0.041 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.082 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.224 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
420.20% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
