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BVT Call 875 REGN 20.09.2024/  DE000VM2R3S0  /

Frankfurt Zert./VONT
2024-05-29  10:12:22 AM Chg.0.000 Bid12:09:43 PM Ask12:09:43 PM Underlying Strike price Expiration date Option type
1.110EUR 0.00% 1.100
Bid Size: 17,000		 1.140
Ask Size: 17,000		 Regeneron Pharmaceut... 875.00 USD 2024-09-20 Call
 

Master data

WKN: VM2R3S
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Regeneron Pharmaceuticals Inc
Type: Warrant
Option type: Call
Strike price: 875.00 USD
Maturity: 2024-09-20
Issue date: 2023-09-22
Last trading day: 2024-09-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 7.80
Leverage: Yes

Calculated values

Fair value: 1.05
Intrinsic value: 0.90
Implied volatility: 0.26
Historic volatility: 0.18
Parity: 0.90
Time value: 0.25
Break-even: 921.36
Moneyness: 1.11
Premium: 0.03
Premium p.a.: 0.09
Spread abs.: 0.01
Spread %: 0.88%
Delta: 0.81
Theta: -0.22
Omega: 6.31
Rho: 1.91
 

Quote data

Open: 1.110
High: 1.110
Low: 1.110
Previous Close: 1.110
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -13.95%
1 Month  
+42.31%
3 Months
  -23.45%
YTD  
+21.98%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.290 1.110
1M High / 1M Low: 1.310 0.750
6M High / 6M Low: 1.570 0.580
High (YTD): 2024-02-27 1.570
Low (YTD): 2024-04-26 0.720
52W High: - -
52W Low: - -
Avg. price 1W:   1.236
Avg. volume 1W:   0.000
Avg. price 1M:   1.155
Avg. volume 1M:   0.000
Avg. price 6M:   1.137
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   150.42%
Volatility 6M:   109.17%
Volatility 1Y:   -
Volatility 3Y:   -