BVT Call 75 EW 21.06.2024
/ DE000VM8P1B6
BVT Call 75 EW 21.06.2024/ DE000VM8P1B6 /
| 2024-05-31 7:50:58 PM |
Chg.-0.200 |
Bid9:57:08 PM |
Ask9:57:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.090EUR |
-15.50% |
-
Bid Size: - |
-
Ask Size: - |
Edwards Lifesciences... |
75.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM8P1B |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Edwards Lifesciences Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-01-19 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.11 |
| Intrinsic value: |
1.10 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.26 |
| Parity: |
1.10 |
| Time value: |
0.06 |
| Break-even: |
80.73 |
| Moneyness: |
1.16 |
| Premium: |
0.01 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.01 |
| Spread %: |
0.87% |
| Delta: |
0.90 |
| Theta: |
-0.05 |
| Omega: |
6.21 |
| Rho: |
0.03 |
Quote data
| Open: |
1.250 |
| High: |
1.250 |
| Low: |
1.090 |
| Previous Close: |
1.290 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.10% |
| 1 Month |
|
|
+3.81% |
| 3 Months |
|
|
-11.38% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.290 |
1.090 |
| 1M High / 1M Low: |
1.510 |
1.020 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.186 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.217 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
179.78% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
