BVT Call 720 BLK 21.06.2024
/ DE000VM3TR92
BVT Call 720 BLK 21.06.2024/ DE000VM3TR92 /
| 2024-06-04 8:48:43 AM |
Chg.-0.060 |
Bid10:00:05 PM |
Ask10:00:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.530EUR |
-10.17% |
-
Bid Size: - |
-
Ask Size: - |
BlackRock Inc |
720.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM3TR9 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BlackRock Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
720.00 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: |
12.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.54 |
| Intrinsic value: |
0.53 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.18 |
| Parity: |
0.53 |
| Time value: |
0.03 |
| Break-even: |
716.11 |
| Moneyness: |
1.08 |
| Premium: |
0.00 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
1.82% |
| Delta: |
0.90 |
| Theta: |
-0.30 |
| Omega: |
11.42 |
| Rho: |
0.27 |
Quote data
| Open: |
0.530 |
| High: |
0.530 |
| Low: |
0.530 |
| Previous Close: |
0.590 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.17% |
| 1 Month |
|
|
+10.42% |
| 3 Months |
|
|
-48.04% |
| YTD |
|
|
-53.91% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.590 |
0.370 |
| 1M High / 1M Low: |
0.910 |
0.370 |
| 6M High / 6M Low: |
1.270 |
0.370 |
| High (YTD): |
2024-03-22 |
1.270 |
| Low (YTD): |
2024-05-30 |
0.370 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.492 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.670 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.862 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
238.95% |
| Volatility 6M: |
|
150.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
