BVT Call 94 RTX 21.06.2024
/ DE000VM7M7L6
BVT Call 94 RTX 21.06.2024/ DE000VM7M7L6 /
| 2024-05-17 7:42:34 PM |
Chg.-0.070 |
Bid9:59:58 PM |
Ask9:59:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.030EUR |
-6.36% |
-
Bid Size: - |
-
Ask Size: - |
RTX Corporation |
94.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM7M7L |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
RTX Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
94.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-29 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.98 |
| Intrinsic value: |
0.94 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.20 |
| Parity: |
0.94 |
| Time value: |
0.09 |
| Break-even: |
96.79 |
| Moneyness: |
1.11 |
| Premium: |
0.01 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
0.98% |
| Delta: |
0.88 |
| Theta: |
-0.03 |
| Omega: |
8.20 |
| Rho: |
0.07 |
Quote data
| Open: |
1.040 |
| High: |
1.090 |
| Low: |
1.030 |
| Previous Close: |
1.100 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.21% |
| 1 Month |
|
|
+24.10% |
| 3 Months |
|
|
+232.26% |
| YTD |
|
|
+329.17% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.200 |
1.070 |
| 1M High / 1M Low: |
1.200 |
0.730 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-13 |
1.200 |
| Low (YTD): |
2024-01-22 |
0.203 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.130 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.912 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
110.38% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
