BVT Call 800 BLK 20.09.2024
/ DE000VM73BY1
BVT Call 800 BLK 20.09.2024/ DE000VM73BY1 /
| 2024-06-10 10:15:31 AM |
Chg.-0.023 |
Bid1:02:06 PM |
Ask1:02:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.217EUR |
-9.58% |
0.218
Bid Size: 15,000 |
0.233
Ask Size: 15,000 |
BlackRock Inc |
800.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM73BY |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BlackRock Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
800.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-08 |
| Last trading day: |
2024-09-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
30.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.18 |
| Parity: |
-0.29 |
| Time value: |
0.23 |
| Break-even: |
765.40 |
| Moneyness: |
0.96 |
| Premium: |
0.07 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.01 |
| Spread %: |
4.50% |
| Delta: |
0.42 |
| Theta: |
-0.18 |
| Omega: |
12.89 |
| Rho: |
0.77 |
Quote data
| Open: |
0.217 |
| High: |
0.217 |
| Low: |
0.217 |
| Previous Close: |
0.240 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.58% |
| 1 Month |
|
|
-44.36% |
| 3 Months |
|
|
-72.88% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.280 |
0.240 |
| 1M High / 1M Low: |
0.490 |
0.190 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.254 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.320 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
177.33% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
