BVT Call 76 EW 21.06.2024
/ DE000VM57354
BVT Call 76 EW 21.06.2024/ DE000VM57354 /
| 2024-05-22 8:38:59 AM |
Chg.+0.05 |
Bid9:04:10 AM |
Ask9:04:10 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.38EUR |
+3.76% |
1.38
Bid Size: 7,000 |
1.42
Ask Size: 7,000 |
Edwards Lifesciences... |
76.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM5735 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Edwards Lifesciences Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
76.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-01 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.34 |
| Intrinsic value: |
1.32 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.26 |
| Parity: |
1.32 |
| Time value: |
0.08 |
| Break-even: |
84.02 |
| Moneyness: |
1.19 |
| Premium: |
0.01 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
0.72% |
| Delta: |
0.90 |
| Theta: |
-0.04 |
| Omega: |
5.37 |
| Rho: |
0.05 |
Quote data
| Open: |
1.38 |
| High: |
1.38 |
| Low: |
1.38 |
| Previous Close: |
1.33 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+30.19% |
| 1 Month |
|
|
+18.97% |
| 3 Months |
|
|
+4.55% |
| YTD |
|
|
+86.49% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.38 |
1.06 |
| 1M High / 1M Low: |
1.38 |
0.91 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-22 |
1.89 |
| Low (YTD): |
2024-01-24 |
0.47 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.28 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.13 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
189.61% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
