BVT Call 90 EW 21.06.2024
/ DE000VM67338
BVT Call 90 EW 21.06.2024/ DE000VM67338 /
| 2024-05-03 8:13:06 AM |
Chg.+0.021 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.161EUR |
+15.00% |
-
Bid Size: - |
-
Ask Size: - |
Edwards Lifesciences... |
90.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM6733 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Edwards Lifesciences Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-19 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
49.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.26 |
| Parity: |
-0.46 |
| Time value: |
0.16 |
| Break-even: |
85.49 |
| Moneyness: |
0.95 |
| Premium: |
0.08 |
| Premium p.a.: |
0.75 |
| Spread abs.: |
0.01 |
| Spread %: |
6.62% |
| Delta: |
0.32 |
| Theta: |
-0.03 |
| Omega: |
15.96 |
| Rho: |
0.03 |
Quote data
| Open: |
0.161 |
| High: |
0.161 |
| Low: |
0.161 |
| Previous Close: |
0.140 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-57.63% |
| 1 Month |
|
|
-79.62% |
| 3 Months |
|
|
-30.90% |
| YTD |
|
|
-32.92% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.380 |
0.140 |
| 1M High / 1M Low: |
0.790 |
0.140 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-03-08 |
0.870 |
| Low (YTD): |
2024-01-24 |
0.110 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.232 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.486 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
216.32% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
