BVT Call 880 BLK 20.09.2024
/ DE000VM7N0A3
BVT Call 880 BLK 20.09.2024/ DE000VM7N0A3 /
| 2024-06-10 8:48:37 AM |
Chg.-0.012 |
Bid10:28:52 AM |
Ask10:28:52 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.047EUR |
-20.34% |
0.046
Bid Size: 15,000 |
0.056
Ask Size: 15,000 |
BlackRock Inc |
880.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM7N0A |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BlackRock Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
880.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-02 |
| Last trading day: |
2024-09-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
120.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.18 |
| Parity: |
-1.03 |
| Time value: |
0.06 |
| Break-even: |
822.32 |
| Moneyness: |
0.87 |
| Premium: |
0.15 |
| Premium p.a.: |
0.66 |
| Spread abs.: |
0.01 |
| Spread %: |
20.41% |
| Delta: |
0.15 |
| Theta: |
-0.10 |
| Omega: |
17.92 |
| Rho: |
0.28 |
Quote data
| Open: |
0.047 |
| High: |
0.047 |
| Low: |
0.047 |
| Previous Close: |
0.059 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-33.80% |
| 1 Month |
|
|
-57.66% |
| 3 Months |
|
|
-87.95% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.072 |
0.059 |
| 1M High / 1M Low: |
0.156 |
0.039 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.067 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.092 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
318.57% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
