BVT Call 76 EW 20.09.2024
/ DE000VM7PA00
BVT Call 76 EW 20.09.2024/ DE000VM7PA00 /
03/06/2024 08:47:14 |
Chg.-0.08 |
Bid19:00:21 |
Ask19:00:21 |
Underlying |
Strike price |
Expiration date |
Option type |
1.28EUR |
-5.88% |
1.29 Bid Size: 74,000 |
1.30 Ask Size: 74,000 |
Edwards Lifesciences... |
76.00 USD |
20/09/2024 |
Call |
Master data
WKN: |
VM7PA0 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Edwards Lifesciences Corp |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
76.00 USD |
Maturity: |
20/09/2024 |
Issue date: |
02/01/2024 |
Last trading day: |
20/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.16 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.16 |
Intrinsic value: |
1.00 |
Implied volatility: |
0.38 |
Historic volatility: |
0.26 |
Parity: |
1.00 |
Time value: |
0.30 |
Break-even: |
83.03 |
Moneyness: |
1.14 |
Premium: |
0.04 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.01 |
Spread %: |
0.78% |
Delta: |
0.79 |
Theta: |
-0.03 |
Omega: |
4.86 |
Rho: |
0.15 |
Quote data
Open: |
1.28 |
High: |
1.28 |
Low: |
1.28 |
Previous Close: |
1.36 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-6.57% |
1 Month |
|
|
+1.59% |
3 Months |
|
|
-5.19% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.37 |
1.23 |
1M High / 1M Low: |
1.58 |
1.17 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.32 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.36 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
148.92% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |