BVT Call 720 URI 21.06.2024
/ DE000VM84XE4
BVT Call 720 URI 21.06.2024/ DE000VM84XE4 /
| 2024-05-31 7:43:05 PM |
Chg.-0.050 |
Bid9:59:41 PM |
Ask9:59:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.650EUR |
-7.14% |
-
Bid Size: - |
-
Ask Size: - |
United Rentals |
720.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM84XE |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
United Rentals |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
720.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-01-26 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
77.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.46 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.32 |
| Parity: |
-4.66 |
| Time value: |
0.80 |
| Break-even: |
671.69 |
| Moneyness: |
0.93 |
| Premium: |
0.09 |
| Premium p.a.: |
3.70 |
| Spread abs.: |
0.04 |
| Spread %: |
5.26% |
| Delta: |
0.24 |
| Theta: |
-0.47 |
| Omega: |
18.69 |
| Rho: |
0.08 |
Quote data
| Open: |
0.660 |
| High: |
0.660 |
| Low: |
0.530 |
| Previous Close: |
0.700 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.11% |
| 1 Month |
|
|
-54.86% |
| 3 Months |
|
|
-86.11% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.940 |
0.530 |
| 1M High / 1M Low: |
2.470 |
0.530 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.710 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.427 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
346.48% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
