BVT Call 660 BLK 21.06.2024
/ DE000VM3TSC0
BVT Call 660 BLK 21.06.2024/ DE000VM3TSC0 /
| 2024-06-10 4:52:32 PM |
Chg.-0.080 |
Bid5:20:05 PM |
Ask5:20:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.000EUR |
-7.41% |
0.980
Bid Size: 30,000 |
0.990
Ask Size: 30,000 |
BlackRock Inc |
660.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM3TSC |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BlackRock Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
660.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-11 |
| Last trading day: |
2024-06-21 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.02 |
| Intrinsic value: |
1.01 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.18 |
| Parity: |
1.01 |
| Time value: |
0.03 |
| Break-even: |
716.31 |
| Moneyness: |
1.16 |
| Premium: |
0.00 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.01 |
| Spread %: |
0.97% |
| Delta: |
0.93 |
| Theta: |
-0.53 |
| Omega: |
6.38 |
| Rho: |
0.17 |
Quote data
| Open: |
1.020 |
| High: |
1.030 |
| Low: |
1.000 |
| Previous Close: |
1.080 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.66% |
| 1 Month |
|
|
-23.08% |
| 3 Months |
|
|
-41.86% |
| YTD |
|
|
-36.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.170 |
1.060 |
| 1M High / 1M Low: |
1.470 |
0.950 |
| 6M High / 6M Low: |
1.760 |
0.950 |
| High (YTD): |
2024-03-21 |
1.760 |
| Low (YTD): |
2024-05-30 |
0.950 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.112 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.202 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.352 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
91.23% |
| Volatility 6M: |
|
93.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
