BVT Call 74 SCHW 20.09.2024
/ DE000VM7PB25
BVT Call 74 SCHW 20.09.2024/ DE000VM7PB25 /
| 2024-05-31 7:51:08 PM |
Chg.+0.030 |
Bid9:55:18 PM |
Ask9:55:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
+9.09% |
-
Bid Size: - |
-
Ask Size: - |
Charles Schwab Corpo... |
74.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM7PB2 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Charles Schwab Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
74.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-02 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.40 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.26 |
| Parity: |
-0.07 |
| Time value: |
0.43 |
| Break-even: |
72.51 |
| Moneyness: |
0.99 |
| Premium: |
0.07 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.02 |
| Spread %: |
4.88% |
| Delta: |
0.54 |
| Theta: |
-0.02 |
| Omega: |
8.41 |
| Rho: |
0.10 |
Quote data
| Open: |
0.340 |
| High: |
0.360 |
| Low: |
0.330 |
| Previous Close: |
0.330 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.70% |
| 1 Month |
|
|
-36.84% |
| 3 Months |
|
|
+16.13% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.360 |
0.280 |
| 1M High / 1M Low: |
0.780 |
0.280 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.326 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.556 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
221.93% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
