BVT Call 380 LOR 21.06.2024
/ DE000VM36V36
BVT Call 380 LOR 21.06.2024/ DE000VM36V36 /
| 2024-05-24 8:40:56 AM |
Chg.-0.62 |
Bid9:59:36 PM |
Ask9:59:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.00EUR |
-8.14% |
-
Bid Size: - |
-
Ask Size: - |
L OREAL INH. E... |
380.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
VM36V3 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
L OREAL INH. EO 0,2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
380.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-19 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.84 |
| Intrinsic value: |
6.74 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.19 |
| Parity: |
6.74 |
| Time value: |
0.63 |
| Break-even: |
453.60 |
| Moneyness: |
1.18 |
| Premium: |
0.01 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.36 |
| Spread %: |
5.14% |
| Delta: |
0.87 |
| Theta: |
-0.32 |
| Omega: |
5.27 |
| Rho: |
0.23 |
Quote data
| Open: |
7.00 |
| High: |
7.00 |
| Low: |
7.00 |
| Previous Close: |
7.62 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.04% |
| 1 Month |
|
|
+8.19% |
| 3 Months |
|
|
-10.37% |
| YTD |
|
|
-15.46% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.62 |
7.00 |
| 1M High / 1M Low: |
8.19 |
5.55 |
| 6M High / 6M Low: |
8.71 |
3.54 |
| High (YTD): |
2024-02-06 |
8.71 |
| Low (YTD): |
2024-04-16 |
3.54 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.24 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.03 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.76 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
100.91% |
| Volatility 6M: |
|
139.63% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
