BVT Call 85 CL 20.09.2024
/ DE000VM8N9V9
BVT Call 85 CL 20.09.2024/ DE000VM8N9V9 /
| 2024-05-17 8:04:42 PM |
Chg.-0.060 |
Bid9:57:07 PM |
Ask9:57:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.020EUR |
-5.56% |
-
Bid Size: - |
-
Ask Size: - |
Colgate Palmolive Co |
85.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM8N9V |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Colgate Palmolive Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-19 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.99 |
| Intrinsic value: |
0.88 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.13 |
| Parity: |
0.88 |
| Time value: |
0.20 |
| Break-even: |
89.01 |
| Moneyness: |
1.11 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.93% |
| Delta: |
0.84 |
| Theta: |
-0.02 |
| Omega: |
6.76 |
| Rho: |
0.21 |
Quote data
| Open: |
1.080 |
| High: |
1.080 |
| Low: |
1.020 |
| Previous Close: |
1.080 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.73% |
| 1 Month |
|
|
+92.45% |
| 3 Months |
|
|
+126.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.090 |
1.020 |
| 1M High / 1M Low: |
1.130 |
0.530 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.072 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.905 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.06% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
