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 |
Bid5:11:01 PM |
Ask5:11:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.270EUR |
+4.96% |
1.290 Bid Size: 22,000 |
1.300 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: |
|
- |