BVT Call 39 NWT 21.06.2024
/ DE000VM3L8L9
BVT Call 39 NWT 21.06.2024/ DE000VM3L8L9 /
| 2024-05-24 8:51:47 AM |
Chg.-0.12 |
Bid9:59:37 PM |
Ask9:59:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.94EUR |
-5.83% |
-
Bid Size: - |
-
Ask Size: - |
WELLS FARGO + CO.DL ... |
39.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
VM3L8L |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
WELLS FARGO + CO.DL 1,666 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
39.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-09 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.66 |
| Intrinsic value: |
1.65 |
| Implied volatility: |
1.86 |
| Historic volatility: |
0.20 |
| Parity: |
1.65 |
| Time value: |
0.34 |
| Break-even: |
58.90 |
| Moneyness: |
1.42 |
| Premium: |
0.06 |
| Premium p.a.: |
1.23 |
| Spread abs.: |
0.01 |
| Spread %: |
0.51% |
| Delta: |
0.83 |
| Theta: |
-0.13 |
| Omega: |
2.32 |
| Rho: |
0.02 |
Quote data
| Open: |
1.94 |
| High: |
1.94 |
| Low: |
1.94 |
| Previous Close: |
2.06 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.83% |
| 1 Month |
|
|
-3.48% |
| 3 Months |
|
|
+39.57% |
| YTD |
|
|
+84.76% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.08 |
1.94 |
| 1M High / 1M Low: |
2.19 |
1.94 |
| 6M High / 6M Low: |
2.19 |
0.56 |
| High (YTD): |
2024-05-16 |
2.19 |
| Low (YTD): |
2024-01-18 |
0.78 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.04 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.04 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.40 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
41.35% |
| Volatility 6M: |
|
83.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
