BVT Call 85 CL 20.09.2024
/ DE000VM8N9V9
BVT Call 85 CL 20.09.2024/ DE000VM8N9V9 /
2024-05-21 8:54:28 AM |
Chg.+0.01 |
Bid7:28:00 PM |
Ask7:28:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.05EUR |
+0.96% |
1.10 Bid Size: 63,000 |
1.11 Ask Size: 63,000 |
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: |
8.12 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.98 |
Intrinsic value: |
0.86 |
Implied volatility: |
0.23 |
Historic volatility: |
0.13 |
Parity: |
0.86 |
Time value: |
0.21 |
Break-even: |
88.97 |
Moneyness: |
1.11 |
Premium: |
0.02 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.01 |
Spread %: |
0.94% |
Delta: |
0.83 |
Theta: |
-0.02 |
Omega: |
6.77 |
Rho: |
0.21 |
Quote data
Open: |
1.05 |
High: |
1.05 |
Low: |
1.05 |
Previous Close: |
1.04 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-3.67% |
1 Month |
|
|
+94.44% |
3 Months |
|
|
+118.75% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.10 |
1.04 |
1M High / 1M Low: |
1.14 |
0.60 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.08 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
0.93 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
121.28% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |