BVT Call 86 ON 21.06.2024
/ DE000VM58GY1
BVT Call 86 ON 21.06.2024/ DE000VM58GY1 /
| 2024-05-17 8:38:58 AM |
Chg.-0.021 |
Bid10:00:06 PM |
Ask10:00:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.031EUR |
-40.38% |
-
Bid Size: - |
-
Ask Size: - |
ON Semiconductor |
86.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM58GY |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ON Semiconductor |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
86.00 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: |
163.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.40 |
| Parity: |
-1.20 |
| Time value: |
0.04 |
| Break-even: |
79.54 |
| Moneyness: |
0.85 |
| Premium: |
0.18 |
| Premium p.a.: |
4.83 |
| Spread abs.: |
0.01 |
| Spread %: |
32.26% |
| Delta: |
0.11 |
| Theta: |
-0.02 |
| Omega: |
17.72 |
| Rho: |
0.01 |
Quote data
| Open: |
0.031 |
| High: |
0.031 |
| Low: |
0.031 |
| Previous Close: |
0.052 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.33% |
| 1 Month |
|
|
-60.26% |
| 3 Months |
|
|
-95.23% |
| YTD |
|
|
-96.96% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.052 |
0.020 |
| 1M High / 1M Low: |
0.103 |
0.020 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-02 |
0.840 |
| Low (YTD): |
2024-05-13 |
0.020 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.034 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.051 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
613.31% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
