BVT Call 370 MA 21.06.2024
/ DE000VM4RAB2
BVT Call 370 MA 21.06.2024/ DE000VM4RAB2 /
| 2024-06-07 8:03:26 PM |
Chg.+0.030 |
Bid9:38:34 PM |
Ask9:38:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.760EUR |
+4.11% |
-
Bid Size: - |
-
Ask Size: - |
MasterCard Incorpora... |
370.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM4RAB |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
MasterCard Incorporated |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
370.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-30 |
| Last trading day: |
2024-06-21 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.73 |
| Intrinsic value: |
0.72 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.14 |
| Parity: |
0.72 |
| Time value: |
0.02 |
| Break-even: |
413.71 |
| Moneyness: |
1.21 |
| Premium: |
0.00 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
1.37% |
| Delta: |
0.94 |
| Theta: |
-0.24 |
| Omega: |
5.26 |
| Rho: |
0.12 |
Quote data
| Open: |
0.740 |
| High: |
0.760 |
| Low: |
0.740 |
| Previous Close: |
0.730 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.43% |
| 1 Month |
|
|
-3.80% |
| 3 Months |
|
|
-21.65% |
| YTD |
|
|
+16.92% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.730 |
0.670 |
| 1M High / 1M Low: |
0.850 |
0.670 |
| 6M High / 6M Low: |
1.150 |
0.550 |
| High (YTD): |
2024-03-21 |
1.150 |
| Low (YTD): |
2024-01-05 |
0.580 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.690 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.768 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.835 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
68.56% |
| Volatility 6M: |
|
70.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
