BVT Call 75 CL 21.06.2024
/ DE000VM5PGN5
BVT Call 75 CL 21.06.2024/ DE000VM5PGN5 /
| 2024-05-22 8:48:20 AM |
Chg.+0.08 |
Bid6:19:17 PM |
Ask6:19:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.91EUR |
+4.37% |
1.87
Bid Size: 59,000 |
1.88
Ask Size: 59,000 |
Colgate Palmolive Co |
75.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM5PGN |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Colgate Palmolive Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-20 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.88 |
| Intrinsic value: |
1.86 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.13 |
| Parity: |
1.86 |
| Time value: |
0.06 |
| Break-even: |
88.30 |
| Moneyness: |
1.27 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
0.52% |
| Delta: |
0.94 |
| Theta: |
-0.04 |
| Omega: |
4.29 |
| Rho: |
0.05 |
Quote data
| Open: |
1.91 |
| High: |
1.91 |
| Low: |
1.91 |
| Previous Close: |
1.83 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.14% |
| 1 Month |
|
|
+52.80% |
| 3 Months |
|
|
+75.23% |
| YTD |
|
|
+185.07% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.88 |
1.82 |
| 1M High / 1M Low: |
1.92 |
1.25 |
| 6M High / 6M Low: |
1.92 |
0.50 |
| High (YTD): |
2024-05-13 |
1.92 |
| Low (YTD): |
2024-01-16 |
0.70 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.86 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.68 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.08 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
77.80% |
| Volatility 6M: |
|
93.42% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
