BVT Call 82 ON 21.06.2024
/ DE000VM58FT3
BVT Call 82 ON 21.06.2024/ DE000VM58FT3 /
| 2024-06-07 7:50:36 PM |
Chg.-0.019 |
Bid9:55:06 PM |
Ask9:55:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.014EUR |
-57.58% |
-
Bid Size: - |
-
Ask Size: - |
ON Semiconductor |
82.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM58FT |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ON Semiconductor |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
82.00 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: |
184.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.40 |
| Parity: |
-0.88 |
| Time value: |
0.04 |
| Break-even: |
75.65 |
| Moneyness: |
0.88 |
| Premium: |
0.14 |
| Premium p.a.: |
27.58 |
| Spread abs.: |
0.01 |
| Spread %: |
38.46% |
| Delta: |
0.12 |
| Theta: |
-0.05 |
| Omega: |
21.59 |
| Rho: |
0.00 |
Quote data
| Open: |
0.026 |
| High: |
0.026 |
| Low: |
0.014 |
| Previous Close: |
0.033 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-58.82% |
| 1 Month |
|
|
-75.44% |
| 3 Months |
|
|
-98.03% |
| YTD |
|
|
-98.85% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.045 |
0.014 |
| 1M High / 1M Low: |
0.151 |
0.014 |
| 6M High / 6M Low: |
1.300 |
0.014 |
| High (YTD): |
2024-01-02 |
1.030 |
| Low (YTD): |
2024-06-07 |
0.014 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.032 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.062 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.474 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
968.64% |
| Volatility 6M: |
|
475.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
