BVT Call 860 BLK 20.09.2024
/ DE000VM7NZ37
BVT Call 860 BLK 20.09.2024/ DE000VM7NZ37 /
| 5/31/2024 8:03:17 PM |
Chg.+0.013 |
Bid9:59:50 PM |
Ask9:59:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.083EUR |
+18.57% |
-
Bid Size: - |
-
Ask Size: - |
BlackRock Inc |
860.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
VM7NZ3 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BlackRock Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
860.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
1/2/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
86.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.18 |
| Parity: |
-0.91 |
| Time value: |
0.08 |
| Break-even: |
802.08 |
| Moneyness: |
0.89 |
| Premium: |
0.14 |
| Premium p.a.: |
0.53 |
| Spread abs.: |
0.01 |
| Spread %: |
14.08% |
| Delta: |
0.19 |
| Theta: |
-0.11 |
| Omega: |
16.44 |
| Rho: |
0.38 |
Quote data
| Open: |
0.073 |
| High: |
0.087 |
| Low: |
0.070 |
| Previous Close: |
0.070 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.23% |
| 1 Month |
|
|
-27.83% |
| 3 Months |
|
|
-76.29% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.105 |
0.065 |
| 1M High / 1M Low: |
0.218 |
0.065 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.080 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.135 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
229.67% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
