BVT Call 840 BLK 21.06.2024
/ DE000VM6FXD0
BVT Call 840 BLK 21.06.2024/ DE000VM6FXD0 /
| 2024-05-28 7:54:51 PM |
Chg.-0.004 |
Bid9:18:09 AM |
Ask9:10:22 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.006EUR |
-40.00% |
0.006
Bid Size: 15,000 |
0.021
Ask Size: 15,000 |
BlackRock Inc |
840.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM6FXD |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BlackRock Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
840.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-06 |
| Last trading day: |
2024-06-21 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
327.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.18 |
| Parity: |
-0.53 |
| Time value: |
0.02 |
| Break-even: |
775.58 |
| Moneyness: |
0.93 |
| Premium: |
0.08 |
| Premium p.a.: |
2.11 |
| Spread abs.: |
0.01 |
| Spread %: |
120.00% |
| Delta: |
0.11 |
| Theta: |
-0.17 |
| Omega: |
37.43 |
| Rho: |
0.05 |
Quote data
| Open: |
0.010 |
| High: |
0.010 |
| Low: |
0.006 |
| Previous Close: |
0.010 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-82.35% |
| 1 Month |
|
|
-79.31% |
| 3 Months |
|
|
-97.60% |
| YTD |
|
|
-98.60% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.034 |
0.006 |
| 1M High / 1M Low: |
0.088 |
0.006 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-04 |
0.410 |
| Low (YTD): |
2024-05-28 |
0.006 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.016 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.037 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
494.56% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
