BVT Call 98 HEI 21.06.2024
/ DE000VM8AWT5
BVT Call 98 HEI 21.06.2024/ DE000VM8AWT5 /
| 2024-05-02 8:46:49 AM |
Chg.-0.060 |
Bid1:36:37 PM |
Ask1:36:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.220EUR |
-21.43% |
0.204
Bid Size: 66,000 |
0.214
Ask Size: 66,000 |
HEIDELBERG MATERIALS... |
98.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
VM8AWT |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
HEIDELBERG MATERIALS O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
98.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-01-11 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
40.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.22 |
| Parity: |
-0.34 |
| Time value: |
0.23 |
| Break-even: |
100.32 |
| Moneyness: |
0.97 |
| Premium: |
0.06 |
| Premium p.a.: |
0.53 |
| Spread abs.: |
0.02 |
| Spread %: |
9.95% |
| Delta: |
0.39 |
| Theta: |
-0.04 |
| Omega: |
16.03 |
| Rho: |
0.05 |
Quote data
| Open: |
0.220 |
| High: |
0.220 |
| Low: |
0.220 |
| Previous Close: |
0.280 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.00% |
| 1 Month |
|
|
-70.67% |
| 3 Months |
|
|
+111.54% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.280 |
0.211 |
| 1M High / 1M Low: |
0.750 |
0.211 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.245 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.383 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
221.73% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
