BVT Call 760 COST 21.06.2024
/ DE000VM8XKP0
BVT Call 760 COST 21.06.2024/ DE000VM8XKP0 /
| 2024-06-04 8:56:18 AM |
Chg.-0.06 |
Bid6:01:17 PM |
Ask6:01:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.34EUR |
-1.11% |
6.05
Bid Size: 8,000 |
6.08
Ask Size: 8,000 |
Costco Wholesale Cor... |
760.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM8XKP |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Costco Wholesale Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
760.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-01-23 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.22 |
| Intrinsic value: |
5.08 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.16 |
| Parity: |
5.08 |
| Time value: |
0.43 |
| Break-even: |
751.88 |
| Moneyness: |
1.07 |
| Premium: |
0.01 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.03 |
| Spread %: |
0.55% |
| Delta: |
0.87 |
| Theta: |
-0.36 |
| Omega: |
11.86 |
| Rho: |
0.28 |
Quote data
| Open: |
5.34 |
| High: |
5.34 |
| Low: |
5.34 |
| Previous Close: |
5.40 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.65% |
| 1 Month |
|
|
+225.61% |
| 3 Months |
|
|
+44.32% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.66 |
4.97 |
| 1M High / 1M Low: |
5.67 |
2.08 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.37 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.26 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
224.90% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
