BVT Call 74 MDT 21.06.2024
/ DE000VM3XS38
BVT Call 74 MDT 21.06.2024/ DE000VM3XS38 /
| 2024-05-03 7:45:49 PM |
Chg.+0.090 |
Bid9:58:52 PM |
Ask9:58:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.840EUR |
+12.00% |
-
Bid Size: - |
-
Ask Size: - |
Medtronic PLC |
74.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM3XS3 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Medtronic PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
74.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-13 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.69 |
| Intrinsic value: |
0.64 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.17 |
| Parity: |
0.64 |
| Time value: |
0.14 |
| Break-even: |
76.77 |
| Moneyness: |
1.09 |
| Premium: |
0.02 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
1.30% |
| Delta: |
0.81 |
| Theta: |
-0.03 |
| Omega: |
7.81 |
| Rho: |
0.07 |
Quote data
| Open: |
0.760 |
| High: |
0.840 |
| Low: |
0.760 |
| Previous Close: |
0.750 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+27.27% |
| 1 Month |
|
|
-28.81% |
| 3 Months |
|
|
-42.47% |
| YTD |
|
|
-21.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.780 |
0.660 |
| 1M High / 1M Low: |
1.180 |
0.630 |
| 6M High / 6M Low: |
1.520 |
0.430 |
| High (YTD): |
2024-01-31 |
1.520 |
| Low (YTD): |
2024-04-18 |
0.630 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.735 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.827 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.029 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
144.50% |
| Volatility 6M: |
|
119.97% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
