BVT Call 680 BLK 21.06.2024
/ DE000VM3TR76
BVT Call 680 BLK 21.06.2024/ DE000VM3TR76 /
| 2024-06-10 10:34:21 AM |
Chg.-0.050 |
Bid10:34:21 AM |
Ask10:34:21 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.830EUR |
-5.68% |
0.830
Bid Size: 8,000 |
0.870
Ask Size: 8,000 |
BlackRock Inc |
680.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM3TR7 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BlackRock Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
680.00 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: |
8.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.83 |
| Intrinsic value: |
0.82 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.18 |
| Parity: |
0.82 |
| Time value: |
0.04 |
| Break-even: |
716.87 |
| Moneyness: |
1.13 |
| Premium: |
0.01 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.01 |
| Spread %: |
1.18% |
| Delta: |
0.91 |
| Theta: |
-0.57 |
| Omega: |
7.54 |
| Rho: |
0.17 |
Quote data
| Open: |
0.830 |
| High: |
0.830 |
| Low: |
0.830 |
| Previous Close: |
0.880 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.68% |
| 1 Month |
|
|
-25.23% |
| 3 Months |
|
|
-46.79% |
| YTD |
|
|
-42.36% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.990 |
0.880 |
| 1M High / 1M Low: |
1.290 |
0.760 |
| 6M High / 6M Low: |
1.580 |
0.760 |
| High (YTD): |
2024-03-21 |
1.580 |
| Low (YTD): |
2024-05-29 |
0.760 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.926 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.019 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.183 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
106.61% |
| Volatility 6M: |
|
104.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
