BVT Call 92 RTX 21.06.2024
/ DE000VM6FYB2
BVT Call 92 RTX 21.06.2024/ DE000VM6FYB2 /
| 2024-05-31 7:51:08 PM |
Chg.+0.110 |
Bid9:59:47 PM |
Ask9:59:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.410EUR |
+8.46% |
-
Bid Size: - |
-
Ask Size: - |
RTX Corporation |
92.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM6FYB |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
RTX Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
92.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-06 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.47 |
| Intrinsic value: |
1.46 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.20 |
| Parity: |
1.46 |
| Time value: |
0.06 |
| Break-even: |
100.00 |
| Moneyness: |
1.17 |
| Premium: |
0.01 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
0.66% |
| Delta: |
0.92 |
| Theta: |
-0.05 |
| Omega: |
6.01 |
| Rho: |
0.04 |
Quote data
| Open: |
1.320 |
| High: |
1.410 |
| Low: |
1.320 |
| Previous Close: |
1.300 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.17% |
| 1 Month |
|
|
+54.95% |
| 3 Months |
|
|
+354.84% |
| YTD |
|
|
+403.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.410 |
1.260 |
| 1M High / 1M Low: |
1.410 |
0.910 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-31 |
1.410 |
| Low (YTD): |
2024-01-22 |
0.260 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.328 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.259 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
82.84% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
