BVT Call 100 ILU 21.06.2024
/ DE000VM5AM54
BVT Call 100 ILU 21.06.2024/ DE000VM5AM54 /
| 6/5/2024 10:22:00 AM |
Chg.-0.040 |
Bid11:15:43 AM |
Ask11:15:43 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.550EUR |
-6.78% |
-
Bid Size: - |
-
Ask Size: - |
ILLUMINA INC. D... |
100.00 - |
6/21/2024 |
Call |
Master data
| WKN: |
VM5AM5 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ILLUMINA INC. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 - |
| Maturity: |
6/21/2024 |
| Issue date: |
11/13/2023 |
| Last trading day: |
6/5/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
16.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.04 |
| Implied volatility: |
1.01 |
| Historic volatility: |
0.37 |
| Parity: |
0.04 |
| Time value: |
0.58 |
| Break-even: |
106.20 |
| Moneyness: |
1.00 |
| Premium: |
0.06 |
| Premium p.a.: |
12.25 |
| Spread abs.: |
0.07 |
| Spread %: |
12.73% |
| Delta: |
0.54 |
| Theta: |
-0.38 |
| Omega: |
8.76 |
| Rho: |
0.01 |
Quote data
| Open: |
0.550 |
| High: |
0.550 |
| Low: |
0.550 |
| Previous Close: |
0.590 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-62.33% |
| 3 Months |
|
|
-83.97% |
| YTD |
|
|
-87.83% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.680 |
0.550 |
| 6M High / 6M Low: |
4.840 |
0.550 |
| High (YTD): |
1/30/2024 |
4.810 |
| Low (YTD): |
6/5/2024 |
0.550 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
0.987 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.240 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
153.69% |
| Volatility 6M: |
|
131.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
