BVT Call 920 BLK 20.09.2024
/ DE000VM7N0B1
BVT Call 920 BLK 20.09.2024/ DE000VM7N0B1 /
| 2024-06-10 8:48:37 AM |
Chg.-0.005 |
Bid10:44:36 AM |
Ask10:44:36 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.018EUR |
-21.74% |
0.017
Bid Size: 15,000 |
0.027
Ask Size: 15,000 |
BlackRock Inc |
920.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM7N0B |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BlackRock Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
920.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-02 |
| Last trading day: |
2024-09-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
254.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.18 |
| Parity: |
-1.40 |
| Time value: |
0.03 |
| Break-even: |
856.33 |
| Moneyness: |
0.84 |
| Premium: |
0.20 |
| Premium p.a.: |
0.92 |
| Spread abs.: |
0.01 |
| Spread %: |
55.56% |
| Delta: |
0.08 |
| Theta: |
-0.06 |
| Omega: |
20.09 |
| Rho: |
0.15 |
Quote data
| Open: |
0.018 |
| High: |
0.018 |
| Low: |
0.018 |
| Previous Close: |
0.023 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-41.94% |
| 1 Month |
|
|
-67.27% |
| 3 Months |
|
|
-93.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.031 |
0.023 |
| 1M High / 1M Low: |
0.080 |
0.016 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.028 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.043 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
364.68% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
