BVT Call 65 MDT 21.06.2024
/ DE000VM5WAC7
BVT Call 65 MDT 21.06.2024/ DE000VM5WAC7 /
| 2024-05-24 8:37:09 AM |
Chg.-0.46 |
Bid9:59:39 PM |
Ask9:59:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.56EUR |
-22.77% |
-
Bid Size: - |
-
Ask Size: - |
Medtronic PLC |
65.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM5WAC |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Medtronic PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
65.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-23 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.61 |
| Intrinsic value: |
1.59 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.17 |
| Parity: |
1.59 |
| Time value: |
0.05 |
| Break-even: |
76.32 |
| Moneyness: |
1.27 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
0.61% |
| Delta: |
0.95 |
| Theta: |
-0.03 |
| Omega: |
4.37 |
| Rho: |
0.04 |
Quote data
| Open: |
1.56 |
| High: |
1.56 |
| Low: |
1.56 |
| Previous Close: |
2.02 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.41% |
| 1 Month |
|
|
+4.70% |
| 3 Months |
|
|
-20.00% |
| YTD |
|
|
-12.36% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.02 |
1.56 |
| 1M High / 1M Low: |
2.02 |
1.43 |
| 6M High / 6M Low: |
2.24 |
1.39 |
| High (YTD): |
2024-02-02 |
2.24 |
| Low (YTD): |
2024-04-19 |
1.39 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.86 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.70 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.83 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
99.60% |
| Volatility 6M: |
|
66.99% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
