BVT Call 800 BLK 21.06.2024
/ DE000VM5PES9
BVT Call 800 BLK 21.06.2024/ DE000VM5PES9 /
| 2024-05-28 8:45:58 AM |
Chg.-0.008 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.066EUR |
-10.81% |
-
Bid Size: - |
-
Ask Size: - |
BlackRock Inc |
800.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM5PES |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BlackRock Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
800.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-20 |
| Last trading day: |
2024-06-21 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
88.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.18 |
| Parity: |
-0.17 |
| Time value: |
0.08 |
| Break-even: |
744.66 |
| Moneyness: |
0.98 |
| Premium: |
0.03 |
| Premium p.a.: |
0.67 |
| Spread abs.: |
0.01 |
| Spread %: |
14.08% |
| Delta: |
0.35 |
| Theta: |
-0.30 |
| Omega: |
30.98 |
| Rho: |
0.16 |
Quote data
| Open: |
0.066 |
| High: |
0.066 |
| Low: |
0.066 |
| Previous Close: |
0.074 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-60.95% |
| 1 Month |
|
|
-41.07% |
| 3 Months |
|
|
-84.29% |
| YTD |
|
|
-89.52% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.169 |
0.066 |
| 1M High / 1M Low: |
0.270 |
0.066 |
| 6M High / 6M Low: |
0.650 |
0.066 |
| High (YTD): |
2024-03-22 |
0.650 |
| Low (YTD): |
2024-05-28 |
0.066 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.110 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.136 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.362 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
382.69% |
| Volatility 6M: |
|
243.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
