BVT Call 90 RTX 21.06.2024
/ DE000VM58FY3
BVT Call 90 RTX 21.06.2024/ DE000VM58FY3 /
| 2024-05-17 8:05:06 PM |
Chg.-0.050 |
Bid9:59:54 PM |
Ask9:59:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.390EUR |
-3.47% |
-
Bid Size: - |
-
Ask Size: - |
RTX Corporation |
90.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM58FY |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
RTX Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-01 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.34 |
| Intrinsic value: |
1.31 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.20 |
| Parity: |
1.31 |
| Time value: |
0.08 |
| Break-even: |
96.71 |
| Moneyness: |
1.16 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
0.72% |
| Delta: |
0.91 |
| Theta: |
-0.03 |
| Omega: |
6.28 |
| Rho: |
0.07 |
Quote data
| Open: |
1.400 |
| High: |
1.450 |
| Low: |
1.370 |
| Previous Close: |
1.440 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.15% |
| 1 Month |
|
|
+21.93% |
| 3 Months |
|
|
+172.55% |
| YTD |
|
|
+308.82% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.550 |
1.430 |
| 1M High / 1M Low: |
1.550 |
1.080 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-13 |
1.550 |
| Low (YTD): |
2024-01-22 |
0.320 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.486 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.260 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
77.61% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
