BVT Call 875 REGN 20.09.2024
/ DE000VM2R3S0
BVT Call 875 REGN 20.09.2024/ DE000VM2R3S0 /
| 2024-06-04 8:49:45 AM |
Chg.+0.03 |
Bid4:17:39 PM |
Ask4:17:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.24EUR |
+2.48% |
1.34
Bid Size: 63,000 |
1.35
Ask Size: 63,000 |
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: |
7.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.17 |
| Intrinsic value: |
1.05 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.18 |
| Parity: |
1.05 |
| Time value: |
0.21 |
| Break-even: |
928.22 |
| Moneyness: |
1.13 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
0.80% |
| Delta: |
0.84 |
| Theta: |
-0.22 |
| Omega: |
6.03 |
| Rho: |
1.88 |
Quote data
| Open: |
1.24 |
| High: |
1.24 |
| Low: |
1.24 |
| Previous Close: |
1.21 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+18.10% |
| 3 Months |
|
|
-16.22% |
| YTD |
|
|
+34.78% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.24 |
1.04 |
| 1M High / 1M Low: |
1.31 |
1.04 |
| 6M High / 6M Low: |
1.58 |
0.63 |
| High (YTD): |
2024-02-28 |
1.58 |
| Low (YTD): |
2024-04-29 |
0.72 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.15 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.20 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.15 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
97.07% |
| Volatility 6M: |
|
99.87% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
