BVT Call 820 BLK 21.06.2024
/ DE000VM52YP5
BVT Call 820 BLK 21.06.2024/ DE000VM52YP5 /
| 2024-06-10 10:34:37 AM |
Chg.-0.002 |
Bid10:34:37 AM |
Ask10:34:37 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.006EUR |
-25.00% |
0.006
Bid Size: 15,000 |
0.021
Ask Size: 15,000 |
BlackRock Inc |
820.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM52YP |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BlackRock Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
820.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-29 |
| Last trading day: |
2024-06-21 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
339.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.18 |
| Parity: |
-0.48 |
| Time value: |
0.02 |
| Break-even: |
762.85 |
| Moneyness: |
0.94 |
| Premium: |
0.07 |
| Premium p.a.: |
8.35 |
| Spread abs.: |
0.01 |
| Spread %: |
200.00% |
| Delta: |
0.12 |
| Theta: |
-0.34 |
| Omega: |
39.90 |
| Rho: |
0.02 |
Quote data
| Open: |
0.006 |
| High: |
0.006 |
| Low: |
0.006 |
| Previous Close: |
0.008 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-62.50% |
| 1 Month |
|
|
-93.55% |
| 3 Months |
|
|
-98.82% |
| YTD |
|
|
-98.87% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.023 |
0.008 |
| 1M High / 1M Low: |
0.155 |
0.008 |
| 6M High / 6M Low: |
0.530 |
0.008 |
| High (YTD): |
2024-03-08 |
0.510 |
| Low (YTD): |
2024-06-07 |
0.008 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.016 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.055 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.263 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
473.79% |
| Volatility 6M: |
|
302.86% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
