BVT Call 100 ILMN 21.06.2024
/ DE000VM5AM54
BVT Call 100 ILMN 21.06.2024/ DE000VM5AM54 /
| 31/05/2024 19:50:40 |
Chg.+0.050 |
Bid09:44:52 |
Ask09:44:52 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.640EUR |
+8.47% |
0.700
Bid Size: 12,000 |
0.770
Ask Size: 12,000 |
Illumina Inc |
100.00 USD |
21/06/2024 |
Call |
Master data
| WKN: |
VM5AM5 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Illumina Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 USD |
| Maturity: |
21/06/2024 |
| Issue date: |
13/11/2023 |
| Last trading day: |
21/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.56 |
| Intrinsic value: |
0.39 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.36 |
| Parity: |
0.39 |
| Time value: |
0.35 |
| Break-even: |
99.58 |
| Moneyness: |
1.04 |
| Premium: |
0.04 |
| Premium p.a.: |
0.90 |
| Spread abs.: |
0.02 |
| Spread %: |
2.78% |
| Delta: |
0.65 |
| Theta: |
-0.13 |
| Omega: |
8.48 |
| Rho: |
0.03 |
Quote data
| Open: |
0.550 |
| High: |
0.650 |
| Low: |
0.540 |
| Previous Close: |
0.590 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-28.09% |
| 1 Month |
|
|
-70.23% |
| 3 Months |
|
|
-85.25% |
| YTD |
|
|
-85.84% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.890 |
0.590 |
| 1M High / 1M Low: |
2.150 |
0.590 |
| 6M High / 6M Low: |
4.840 |
0.590 |
| High (YTD): |
30/01/2024 |
4.810 |
| Low (YTD): |
30/05/2024 |
0.590 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.692 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.228 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.279 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
163.54% |
| Volatility 6M: |
|
131.42% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
