BVT Call 92 RTX 21.06.2024
/ DE000VM6FYB2
BVT Call 92 RTX 21.06.2024/ DE000VM6FYB2 /
| 2024-05-20 4:53:28 PM |
Chg.+0.060 |
Bid5:41:24 PM |
Ask5:41:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.270EUR |
+4.96% |
1.280
Bid Size: 22,000 |
1.290
Ask Size: 22,000 |
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: |
7.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.15 |
| Intrinsic value: |
1.12 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.20 |
| Parity: |
1.12 |
| Time value: |
0.08 |
| Break-even: |
96.62 |
| Moneyness: |
1.13 |
| Premium: |
0.01 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
0.84% |
| Delta: |
0.90 |
| Theta: |
-0.04 |
| Omega: |
7.17 |
| Rho: |
0.06 |
Quote data
| Open: |
1.200 |
| High: |
1.270 |
| Low: |
1.200 |
| Previous Close: |
1.210 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.30% |
| 1 Month |
|
|
+18.69% |
| 3 Months |
|
|
+243.24% |
| YTD |
|
|
+353.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.370 |
1.210 |
| 1M High / 1M Low: |
1.370 |
0.910 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-13 |
1.370 |
| Low (YTD): |
2024-01-22 |
0.260 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.280 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.104 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
96.59% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
