BVT Call 640 BLK 21.06.2024
/ DE000VM26XT3
BVT Call 640 BLK 21.06.2024/ DE000VM26XT3 /
| 2024-06-03 8:03:06 PM |
Chg.+0.050 |
Bid9:53:33 PM |
Ask9:53:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.250EUR |
+4.17% |
1.270
Bid Size: 29,000 |
1.280
Ask Size: 29,000 |
BlackRock Inc |
640.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM26XT |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BlackRock Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
640.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-03 |
| Last trading day: |
2024-06-21 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.23 |
| Intrinsic value: |
1.22 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.18 |
| Parity: |
1.22 |
| Time value: |
0.01 |
| Break-even: |
712.72 |
| Moneyness: |
1.21 |
| Premium: |
0.00 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
0.82% |
| Delta: |
0.99 |
| Theta: |
-0.11 |
| Omega: |
5.72 |
| Rho: |
0.29 |
Quote data
| Open: |
1.310 |
| High: |
1.310 |
| Low: |
1.250 |
| Previous Close: |
1.200 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.02% |
| 1 Month |
|
|
+1.63% |
| 3 Months |
|
|
-26.47% |
| YTD |
|
|
-28.98% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.330 |
1.120 |
| 1M High / 1M Low: |
1.650 |
1.120 |
| 6M High / 6M Low: |
1.930 |
1.110 |
| High (YTD): |
2024-03-21 |
1.930 |
| Low (YTD): |
2024-04-19 |
1.110 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.198 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.390 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.522 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
85.27% |
| Volatility 6M: |
|
81.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
