BVT Call 820 BLK 20.09.2024
/ DE000VM7N0G0
BVT Call 820 BLK 20.09.2024/ DE000VM7N0G0 /
| 2024-06-10 8:48:37 AM |
Chg.-0.025 |
Bid1:22:47 PM |
Ask1:22:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.152EUR |
-14.12% |
0.155
Bid Size: 15,000 |
0.166
Ask Size: 15,000 |
BlackRock Inc |
820.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM7N0G |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BlackRock Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
820.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-02 |
| Last trading day: |
2024-09-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
42.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.18 |
| Parity: |
-0.48 |
| Time value: |
0.17 |
| Break-even: |
777.35 |
| Moneyness: |
0.94 |
| Premium: |
0.09 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.01 |
| Spread %: |
6.41% |
| Delta: |
0.33 |
| Theta: |
-0.16 |
| Omega: |
14.35 |
| Rho: |
0.62 |
Quote data
| Open: |
0.152 |
| High: |
0.152 |
| Low: |
0.152 |
| Previous Close: |
0.177 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.65% |
| 1 Month |
|
|
-41.54% |
| 3 Months |
|
|
-77.31% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.206 |
0.175 |
| 1M High / 1M Low: |
0.360 |
0.123 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.191 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.237 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
245.28% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
