BVT Call 90 P911 20.09.2024
/ DE000VM3AY03
BVT Call 90 P911 20.09.2024/ DE000VM3AY03 /
| 2024-05-03 8:28:41 AM |
Chg.-0.008 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.140EUR |
-5.41% |
-
Bid Size: - |
-
Ask Size: - |
PORSCHE AG VZ |
90.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
VM3AY0 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
PORSCHE AG VZ |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-04 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
52.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.35 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.26 |
| Parity: |
-0.63 |
| Time value: |
0.16 |
| Break-even: |
91.58 |
| Moneyness: |
0.93 |
| Premium: |
0.09 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.02 |
| Spread %: |
11.27% |
| Delta: |
0.30 |
| Theta: |
-0.01 |
| Omega: |
16.14 |
| Rho: |
0.09 |
Quote data
| Open: |
0.140 |
| High: |
0.140 |
| Low: |
0.140 |
| Previous Close: |
0.148 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-33.33% |
| 1 Month |
|
|
-48.15% |
| 3 Months |
|
|
-12.50% |
| YTD |
|
|
-1.41% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.210 |
0.140 |
| 1M High / 1M Low: |
0.310 |
0.140 |
| 6M High / 6M Low: |
0.310 |
0.056 |
| High (YTD): |
2024-04-12 |
0.310 |
| Low (YTD): |
2024-01-22 |
0.056 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.171 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.238 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.184 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
133.20% |
| Volatility 6M: |
|
174.06% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
