BVT Call 640 BLK 21.06.2024
/ DE000VM26XT3
BVT Call 640 BLK 21.06.2024/ DE000VM26XT3 /
| 2024-06-10 8:19:09 AM |
Chg.-0.05 |
Bid5:08:42 PM |
Ask5:08:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.22EUR |
-3.94% |
1.16
Bid Size: 30,000 |
1.17
Ask Size: 30,000 |
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: |
1.22 |
| High: |
1.22 |
| Low: |
1.22 |
| Previous Close: |
1.27 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.87% |
| 1 Month |
|
|
-15.28% |
| 3 Months |
|
|
-34.76% |
| YTD |
|
|
-30.68% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.38 |
1.26 |
| 1M High / 1M Low: |
1.64 |
1.07 |
| 6M High / 6M Low: |
1.96 |
1.01 |
| High (YTD): |
2024-03-22 |
1.96 |
| Low (YTD): |
2024-04-19 |
1.01 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.32 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.40 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.52 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
108.59% |
| Volatility 6M: |
|
87.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
