BVT Call 700 BLK 21.06.2024
/ DE000VM3TR84
BVT Call 700 BLK 21.06.2024/ DE000VM3TR84 /
| 2024-06-03 8:46:25 AM |
Chg.- |
Bid8:16:42 AM |
Ask8:16:42 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.770EUR |
- |
0.710
Bid Size: 5,000 |
0.760
Ask Size: 5,000 |
BlackRock Inc |
700.00 USD |
2024-06-21 |
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: |
2024-06-21 |
| Issue date: |
2023-10-11 |
| Last trading day: |
2024-06-21 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.68 |
| Intrinsic value: |
0.66 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.18 |
| Parity: |
0.66 |
| Time value: |
0.03 |
| Break-even: |
714.01 |
| Moneyness: |
1.10 |
| Premium: |
0.00 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
1.47% |
| Delta: |
0.93 |
| Theta: |
-0.23 |
| Omega: |
9.63 |
| Rho: |
0.29 |
Quote data
| Open: |
0.770 |
| High: |
0.770 |
| Low: |
0.770 |
| Previous Close: |
0.600 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+20.31% |
| 3 Months |
|
|
-34.75% |
| YTD |
|
|
-40.31% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.770 |
0.530 |
| 1M High / 1M Low: |
1.100 |
0.530 |
| 6M High / 6M Low: |
1.440 |
0.530 |
| High (YTD): |
2024-03-22 |
1.440 |
| Low (YTD): |
2024-05-30 |
0.530 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.666 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.846 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.019 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
190.47% |
| Volatility 6M: |
|
128.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
