BVT Call 29 HRL 21.06.2024
/ DE000VM94E77
BVT Call 29 HRL 21.06.2024/ DE000VM94E77 /
2024-05-02 7:47:58 PM |
Chg.-0.020 |
Bid9:54:12 PM |
Ask9:54:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.640EUR |
-3.03% |
- Bid Size: - |
- Ask Size: - |
Hormel Foods Corpora... |
29.00 USD |
2024-06-21 |
Call |
Master data
WKN: |
VM94E7 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Hormel Foods Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
29.00 USD |
Maturity: |
2024-06-21 |
Issue date: |
2024-02-12 |
Last trading day: |
2024-06-21 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.98 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.60 |
Intrinsic value: |
0.58 |
Implied volatility: |
0.59 |
Historic volatility: |
0.24 |
Parity: |
0.58 |
Time value: |
0.08 |
Break-even: |
33.66 |
Moneyness: |
1.22 |
Premium: |
0.02 |
Premium p.a.: |
0.18 |
Spread abs.: |
0.01 |
Spread %: |
1.54% |
Delta: |
0.85 |
Theta: |
-0.02 |
Omega: |
4.23 |
Rho: |
0.03 |
Quote data
Open: |
0.620 |
High: |
0.640 |
Low: |
0.610 |
Previous Close: |
0.660 |
Turnover: |
0.000 |
Market phase: |
BOOK |
All quotes in EUR
Performance
1 Week |
|
|
-1.54% |
1 Month |
|
|
+14.29% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
0.660 |
0.640 |
1M High / 1M Low: |
0.660 |
0.510 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.650 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.591 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
86.37% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |