BVT Call 72 ON 21.06.2024
/ DE000VM58FP1
BVT Call 72 ON 21.06.2024/ DE000VM58FP1 /
| 2024-06-07 7:50:30 PM |
Chg.-0.071 |
Bid9:51:48 PM |
Ask9:51:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.229EUR |
-23.67% |
-
Bid Size: - |
-
Ask Size: - |
ON Semiconductor |
72.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM58FP |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ON Semiconductor |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
72.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-01 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
23.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.04 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.40 |
| Parity: |
0.04 |
| Time value: |
0.24 |
| Break-even: |
68.90 |
| Moneyness: |
1.01 |
| Premium: |
0.04 |
| Premium p.a.: |
1.51 |
| Spread abs.: |
0.01 |
| Spread %: |
3.70% |
| Delta: |
0.55 |
| Theta: |
-0.09 |
| Omega: |
13.08 |
| Rho: |
0.01 |
Quote data
| Open: |
0.270 |
| High: |
0.270 |
| Low: |
0.229 |
| Previous Close: |
0.300 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.92% |
| 1 Month |
|
|
-41.28% |
| 3 Months |
|
|
-85.41% |
| YTD |
|
|
-87.13% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.330 |
0.229 |
| 1M High / 1M Low: |
0.600 |
0.229 |
| 6M High / 6M Low: |
1.900 |
0.175 |
| High (YTD): |
2024-03-07 |
1.570 |
| Low (YTD): |
2024-04-23 |
0.175 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.284 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.350 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.871 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
494.11% |
| Volatility 6M: |
|
285.68% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
