BVT Call 94 RTX 21.06.2024
/ DE000VM7M7L6
BVT Call 94 RTX 21.06.2024/ DE000VM7M7L6 /
| 2024-05-20 7:43:07 PM |
Chg.+0.080 |
Bid9:59:57 PM |
Ask9:59:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.110EUR |
+7.77% |
-
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: |
9.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.97 |
| Intrinsic value: |
0.94 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.20 |
| Parity: |
0.94 |
| Time value: |
0.09 |
| Break-even: |
96.76 |
| Moneyness: |
1.11 |
| Premium: |
0.01 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
0.98% |
| Delta: |
0.87 |
| Theta: |
-0.04 |
| Omega: |
8.09 |
| Rho: |
0.06 |
Quote data
| Open: |
1.020 |
| High: |
1.110 |
| Low: |
1.020 |
| Previous Close: |
1.030 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.89% |
| 1 Month |
|
|
+21.98% |
| 3 Months |
|
|
+326.92% |
| YTD |
|
|
+362.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.120 |
1.030 |
| 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: |
|
1.086 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.936 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
115.63% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
