BVT Call 680 BLK 21.06.2024
/ DE000VM3TR76
BVT Call 680 BLK 21.06.2024/ DE000VM3TR76 /
2024-05-28 8:04:09 PM |
Chg.-0.120 |
Bid9:59:27 PM |
Ask9:59:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.840EUR |
-12.50% |
- Bid Size: - |
- Ask Size: - |
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: |
7.27 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.95 |
Intrinsic value: |
0.94 |
Implied volatility: |
0.44 |
Historic volatility: |
0.18 |
Parity: |
0.94 |
Time value: |
0.05 |
Break-even: |
725.07 |
Moneyness: |
1.15 |
Premium: |
0.01 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.03 |
Spread %: |
3.13% |
Delta: |
0.91 |
Theta: |
-0.33 |
Omega: |
6.60 |
Rho: |
0.36 |
Quote data
Open: |
0.960 |
High: |
0.960 |
Low: |
0.840 |
Previous Close: |
0.960 |
Turnover: |
0.000 |
Market phase: |
BOOK |
All quotes in EUR
Performance
1 Week |
|
|
-26.32% |
1 Month |
|
|
+1.20% |
3 Months |
|
|
-35.88% |
YTD |
|
|
-41.67% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.140 |
0.840 |
1M High / 1M Low: |
1.290 |
0.780 |
6M High / 6M Low: |
1.580 |
0.770 |
High (YTD): |
2024-03-21 |
1.580 |
Low (YTD): |
2024-04-19 |
0.770 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.990 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.030 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.188 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
110.78% |
Volatility 6M: |
|
101.98% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |