BVT Call 78 ON 21.06.2024
/ DE000VM58FU1
BVT Call 78 ON 21.06.2024/ DE000VM58FU1 /
| 2024-05-20 7:42:57 PM |
Chg.+0.019 |
Bid9:06:25 AM |
Ask9:06:25 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.166EUR |
+12.93% |
0.167
Bid Size: 10,000 |
0.179
Ask Size: 10,000 |
ON Semiconductor |
78.00 USD |
2024-06-21 |
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: |
2024-06-21 |
| Issue date: |
2023-12-01 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
42.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.40 |
| Parity: |
-0.44 |
| Time value: |
0.16 |
| Break-even: |
73.31 |
| Moneyness: |
0.94 |
| Premium: |
0.09 |
| Premium p.a.: |
1.65 |
| Spread abs.: |
0.01 |
| Spread %: |
6.80% |
| Delta: |
0.32 |
| Theta: |
-0.05 |
| Omega: |
13.88 |
| Rho: |
0.02 |
Quote data
| Open: |
0.147 |
| High: |
0.166 |
| Low: |
0.147 |
| Previous Close: |
0.147 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.47% |
| 1 Month |
|
|
+61.17% |
| 3 Months |
|
|
-78.16% |
| YTD |
|
|
-88.39% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.191 |
0.147 |
| 1M High / 1M Low: |
0.218 |
0.087 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-02 |
1.260 |
| Low (YTD): |
2024-04-22 |
0.087 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.168 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.156 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
444.89% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
