BVT Call 700 BLK 21.06.2024
/ DE000VM3TR84
BVT Call 700 BLK 21.06.2024/ DE000VM3TR84 /
5/28/2024 8:46:45 AM |
Chg.-0.020 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.770EUR |
-2.53% |
- Bid Size: - |
- Ask Size: - |
BlackRock Inc |
700.00 USD |
6/21/2024 |
Call |
Master data
WKN: |
VM3TR8 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
BlackRock Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
700.00 USD |
Maturity: |
6/21/2024 |
Issue date: |
10/11/2023 |
Last trading day: |
6/21/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
8.89 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.77 |
Intrinsic value: |
0.75 |
Implied volatility: |
0.38 |
Historic volatility: |
0.18 |
Parity: |
0.75 |
Time value: |
0.06 |
Break-even: |
725.49 |
Moneyness: |
1.12 |
Premium: |
0.01 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.03 |
Spread %: |
3.85% |
Delta: |
0.89 |
Theta: |
-0.34 |
Omega: |
7.89 |
Rho: |
0.37 |
Quote data
Open: |
0.770 |
High: |
0.770 |
Low: |
0.770 |
Previous Close: |
0.790 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-21.43% |
1 Month |
|
|
+8.45% |
3 Months |
|
|
-32.46% |
YTD |
|
|
-40.31% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.980 |
0.770 |
1M High / 1M Low: |
1.100 |
0.590 |
6M High / 6M Low: |
1.440 |
0.540 |
High (YTD): |
3/22/2024 |
1.440 |
Low (YTD): |
4/19/2024 |
0.540 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.860 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.849 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.026 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
135.91% |
Volatility 6M: |
|
116.48% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |