BVT Call 84 NET 21.06.2024
/ DE000VM58C08
BVT Call 84 NET 21.06.2024/ DE000VM58C08 /
| 2024-04-30 8:37:45 AM |
Chg.+0.05 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.16EUR |
+4.50% |
-
Bid Size: - |
-
Ask Size: - |
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: |
1.16 |
| High: |
1.16 |
| Low: |
1.16 |
| Previous Close: |
1.11 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.45% |
| 1 Month |
|
|
-31.76% |
| 3 Months |
|
|
+24.73% |
| YTD |
|
|
-9.38% |
| 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: |
|
- |
