BVT Call 31 MOS 20.09.2024
/ DE000VM8P6K6
BVT Call 31 MOS 20.09.2024/ DE000VM8P6K6 /
2024-06-05 8:55:40 AM |
Chg.-0.031 |
Bid10:00:06 AM |
Ask10:00:06 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.161EUR |
-16.15% |
0.164 Bid Size: 38,000 |
0.174 Ask Size: 38,000 |
Mosaic Company |
31.00 USD |
2024-09-20 |
Call |
Master data
WKN: |
VM8P6K |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Mosaic Company |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
31.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2024-01-19 |
Last trading day: |
2024-09-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
16.08 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.14 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.35 |
Historic volatility: |
0.29 |
Parity: |
-0.11 |
Time value: |
0.17 |
Break-even: |
30.19 |
Moneyness: |
0.96 |
Premium: |
0.10 |
Premium p.a.: |
0.40 |
Spread abs.: |
0.01 |
Spread %: |
6.25% |
Delta: |
0.47 |
Theta: |
-0.01 |
Omega: |
7.62 |
Rho: |
0.03 |
Quote data
Open: |
0.161 |
High: |
0.161 |
Low: |
0.161 |
Previous Close: |
0.192 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-28.13% |
1 Month |
|
|
+0.63% |
3 Months |
|
|
-55.28% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.224 |
0.150 |
1M High / 1M Low: |
0.270 |
0.150 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.191 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.199 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
226.53% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |