BVT Call 82 ON 21.06.2024
/ DE000VM58FT3
BVT Call 82 ON 21.06.2024/ DE000VM58FT3 /
| 2024-05-17 7:52:01 PM |
Chg.-0.016 |
Bid9:59:45 PM |
Ask9:59:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.070EUR |
-18.60% |
-
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: |
79.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.40 |
| Parity: |
-0.83 |
| Time value: |
0.08 |
| Break-even: |
76.29 |
| Moneyness: |
0.89 |
| Premium: |
0.14 |
| Premium p.a.: |
2.77 |
| Spread abs.: |
0.01 |
| Spread %: |
13.51% |
| Delta: |
0.20 |
| Theta: |
-0.03 |
| Omega: |
15.60 |
| Rho: |
0.01 |
Quote data
| Open: |
0.069 |
| High: |
0.084 |
| Low: |
0.069 |
| Previous Close: |
0.086 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+42.86% |
| 1 Month |
|
|
-40.17% |
| 3 Months |
|
|
-90.54% |
| YTD |
|
|
-94.26% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.101 |
0.049 |
| 1M High / 1M Low: |
0.148 |
0.049 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-02 |
1.030 |
| Low (YTD): |
2024-05-10 |
0.049 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.080 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.089 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
527.03% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
