BVT Call 36 JD 21.06.2024
/ DE000VM51WT3
BVT Call 36 JD 21.06.2024/ DE000VM51WT3 /
| 2024-05-23 7:47:01 PM |
Chg.-0.280 |
Bid8:03:05 AM |
Ask8:03:05 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.350EUR |
-44.44% |
0.250
Bid Size: 10,000 |
0.280
Ask Size: 10,000 |
JD com Inc |
36.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM51WT |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
JD com Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
36.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-28 |
| Last trading day: |
2024-06-21 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
47.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.49 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.43 |
| Parity: |
-3.07 |
| Time value: |
0.63 |
| Break-even: |
33.89 |
| Moneyness: |
0.91 |
| Premium: |
0.12 |
| Premium p.a.: |
3.28 |
| Spread abs.: |
0.04 |
| Spread %: |
6.78% |
| Delta: |
0.27 |
| Theta: |
-0.02 |
| Omega: |
12.85 |
| Rho: |
0.01 |
Quote data
| Open: |
0.380 |
| High: |
0.420 |
| Low: |
0.350 |
| Previous Close: |
0.630 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-79.41% |
| 1 Month |
|
|
-12.50% |
| 3 Months |
|
|
-25.53% |
| YTD |
|
|
-74.64% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.700 |
0.350 |
| 1M High / 1M Low: |
1.700 |
0.350 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-17 |
1.700 |
| Low (YTD): |
2024-04-19 |
0.189 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.956 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.036 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
737.85% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
