BVT Call 72 ON 21.06.2024
/ DE000VM58FP1
BVT Call 72 ON 21.06.2024/ DE000VM58FP1 /
2024-05-20 7:50:57 PM |
Chg.+0.030 |
Bid9:58:27 PM |
Ask9:58:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.410EUR |
+7.89% |
- 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: |
17.71 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.39 |
Intrinsic value: |
0.11 |
Implied volatility: |
0.40 |
Historic volatility: |
0.40 |
Parity: |
0.11 |
Time value: |
0.27 |
Break-even: |
70.02 |
Moneyness: |
1.02 |
Premium: |
0.04 |
Premium p.a.: |
0.57 |
Spread abs.: |
0.01 |
Spread %: |
2.70% |
Delta: |
0.59 |
Theta: |
-0.05 |
Omega: |
10.43 |
Rho: |
0.03 |
Quote data
Open: |
0.380 |
High: |
0.420 |
Low: |
0.380 |
Previous Close: |
0.380 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+10.81% |
1 Month |
|
|
+107.07% |
3 Months |
|
|
-61.32% |
YTD |
|
|
-76.97% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.460 |
0.370 |
1M High / 1M Low: |
0.460 |
0.175 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-03-07 |
1.570 |
Low (YTD): |
2024-04-23 |
0.175 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.402 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.335 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
363.42% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |