BVT Call 84 NET 21.06.2024
/ DE000VM58C08
BVT Call 84 NET 21.06.2024/ DE000VM58C08 /
2024-05-02 8:34:45 AM |
Chg.+0.01 |
Bid9:31:29 AM |
Ask9:31:29 AM |
Underlying |
Strike price |
Expiration date |
Option type |
1.17EUR |
+0.86% |
1.21 Bid Size: 1,500 |
1.25 Ask Size: 1,500 |
Cloudflare Inc |
84.00 USD |
2024-06-21 |
Call |
Master data
WKN: |
VM58C0 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Cloudflare Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
84.00 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: |
7.59 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.79 |
Intrinsic value: |
0.32 |
Implied volatility: |
0.75 |
Historic volatility: |
0.50 |
Parity: |
0.32 |
Time value: |
0.76 |
Break-even: |
89.55 |
Moneyness: |
1.04 |
Premium: |
0.09 |
Premium p.a.: |
0.89 |
Spread abs.: |
0.01 |
Spread %: |
0.93% |
Delta: |
0.62 |
Theta: |
-0.09 |
Omega: |
4.69 |
Rho: |
0.06 |
Quote data
Open: |
1.17 |
High: |
1.17 |
Low: |
1.17 |
Previous Close: |
1.16 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+21.88% |
1 Month |
|
|
-29.52% |
3 Months |
|
|
+13.59% |
YTD |
|
|
-8.59% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
1.20 |
0.96 |
1M High / 1M Low: |
1.73 |
0.88 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-02-09 |
3.26 |
Low (YTD): |
2024-01-17 |
0.82 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.11 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.34 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
183.03% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |