BVT Call 420 DPZ 21.06.2024
/ DE000VM3TQB6
BVT Call 420 DPZ 21.06.2024/ DE000VM3TQB6 /
| 2024-05-03 7:42:11 PM |
Chg.-0.390 |
Bid8:03:41 PM |
Ask8:03:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.100EUR |
-4.11% |
8.960
Bid Size: 3,000 |
9.010
Ask Size: 3,000 |
Dominos Pizza Inc |
420.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
VM3TQB |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Dominos Pizza Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
420.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-11 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.11 |
| Intrinsic value: |
5.78 |
| Implied volatility: |
0.86 |
| Historic volatility: |
0.24 |
| Parity: |
5.78 |
| Time value: |
3.30 |
| Break-even: |
510.80 |
| Moneyness: |
1.14 |
| Premium: |
0.07 |
| Premium p.a.: |
0.64 |
| Spread abs.: |
0.05 |
| Spread %: |
0.55% |
| Delta: |
0.72 |
| Theta: |
-0.54 |
| Omega: |
3.79 |
| Rho: |
0.34 |
Quote data
| Open: |
9.290 |
| High: |
9.310 |
| Low: |
8.700 |
| Previous Close: |
9.490 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.30% |
| 1 Month |
|
|
+5.94% |
| 3 Months |
|
|
+160.75% |
| YTD |
|
|
+202.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
10.780 |
8.250 |
| 1M High / 1M Low: |
10.780 |
5.910 |
| 6M High / 6M Low: |
10.780 |
1.470 |
| High (YTD): |
2024-04-30 |
10.780 |
| Low (YTD): |
2024-01-08 |
2.350 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.730 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
7.843 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.051 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
146.23% |
| Volatility 6M: |
|
162.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
