BVT Call 98 ON 21.06.2024
/ DE000VM6XJ51
BVT Call 98 ON 21.06.2024/ DE000VM6XJ51 /
| 2024-05-03 8:40:42 AM |
Chg.+0.001 |
Bid1:30:20 PM |
Ask1:30:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.006EUR |
+20.00% |
0.006
Bid Size: 24,000 |
0.020
Ask Size: 24,000 |
ON Semiconductor |
98.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM6XJ5 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ON Semiconductor |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
98.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-13 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
326.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.41 |
| Parity: |
-2.61 |
| Time value: |
0.02 |
| Break-even: |
91.53 |
| Moneyness: |
0.71 |
| Premium: |
0.40 |
| Premium p.a.: |
11.45 |
| Spread abs.: |
0.01 |
| Spread %: |
233.33% |
| Delta: |
0.04 |
| Theta: |
-0.01 |
| Omega: |
14.22 |
| Rho: |
0.00 |
Quote data
| Open: |
0.006 |
| High: |
0.006 |
| Low: |
0.006 |
| Previous Close: |
0.005 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-64.71% |
| 1 Month |
|
|
-90.00% |
| 3 Months |
|
|
-96.18% |
| YTD |
|
|
-98.98% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.022 |
0.005 |
| 1M High / 1M Low: |
0.065 |
0.005 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-02 |
0.480 |
| Low (YTD): |
2024-05-02 |
0.005 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.013 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.032 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
692.58% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
