BVT Call 72 ON 21.06.2024
/ DE000VM58FP1
BVT Call 72 ON 21.06.2024/ DE000VM58FP1 /
| 2024-05-20 8:38:15 AM |
Chg.- |
Bid8:03:02 AM |
Ask8:03:02 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
- |
0.430
Bid Size: 7,000 |
0.460
Ask Size: 7,000 |
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: |
0.370 |
| High: |
0.370 |
| Low: |
0.370 |
| Previous Close: |
0.370 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.78% |
| 1 Month |
|
|
+72.90% |
| 3 Months |
|
|
-65.09% |
| YTD |
|
|
-79.21% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.490 |
0.360 |
| 1M High / 1M Low: |
0.490 |
0.172 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-02 |
1.550 |
| Low (YTD): |
2024-04-23 |
0.172 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.396 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.331 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
372.72% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
