BVT Call 78 ON 21.06.2024
/ DE000VM58FU1
BVT Call 78 ON 21.06.2024/ DE000VM58FU1 /
| 5/17/2024 7:42:23 PM |
Chg.-0.026 |
Bid9:59:57 PM |
Ask9:59:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.147EUR |
-15.03% |
-
Bid Size: - |
-
Ask Size: - |
ON Semiconductor |
78.00 USD |
6/21/2024 |
Call |
Master data
| WKN: |
VM58FU |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ON Semiconductor |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
78.00 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
12/1/2023 |
| Last trading day: |
6/21/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
42.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.40 |
| Parity: |
-0.46 |
| Time value: |
0.16 |
| Break-even: |
73.36 |
| Moneyness: |
0.94 |
| Premium: |
0.09 |
| Premium p.a.: |
1.51 |
| Spread abs.: |
0.01 |
| Spread %: |
6.71% |
| Delta: |
0.32 |
| Theta: |
-0.04 |
| Omega: |
13.61 |
| Rho: |
0.02 |
Quote data
| Open: |
0.143 |
| High: |
0.170 |
| Low: |
0.143 |
| Previous Close: |
0.173 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+42.72% |
| 1 Month |
|
|
-18.33% |
| 3 Months |
|
|
-84.19% |
| YTD |
|
|
-89.72% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.191 |
0.103 |
| 1M High / 1M Low: |
0.218 |
0.087 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/2/2024 |
1.260 |
| Low (YTD): |
4/22/2024 |
0.087 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.158 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.153 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
458.08% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
