BVT Call 640 BLK 21.06.2024
/ DE000VM26XT3
BVT Call 640 BLK 21.06.2024/ DE000VM26XT3 /
2024-06-10 10:34:45 AM |
Chg.-0.050 |
Bid12:18:22 PM |
Ask12:18:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.200EUR |
-4.00% |
1.210 Bid Size: 8,000 |
1.250 Ask Size: 8,000 |
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: |
5.80 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.20 |
Intrinsic value: |
1.19 |
Implied volatility: |
0.75 |
Historic volatility: |
0.18 |
Parity: |
1.19 |
Time value: |
0.04 |
Break-even: |
716.76 |
Moneyness: |
1.20 |
Premium: |
0.01 |
Premium p.a.: |
0.18 |
Spread abs.: |
0.01 |
Spread %: |
0.82% |
Delta: |
0.93 |
Theta: |
-0.61 |
Omega: |
5.40 |
Rho: |
0.16 |
Quote data
Open: |
1.200 |
High: |
1.200 |
Low: |
1.200 |
Previous Close: |
1.250 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-4.00% |
1 Month |
|
|
-18.92% |
3 Months |
|
|
-36.84% |
YTD |
|
|
-31.82% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.360 |
1.250 |
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: |
|
1.294 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.384 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.523 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
80.42% |
Volatility 6M: |
|
82.33% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |