BVT Call 100 ILU/ DE000VM5AM54 /
| 2024-06-05 8:59:10 AM | Chg.- | Bid8:00:04 PM | Ask8:00:04 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.550EUR | - | - Bid Size: - |
- Ask Size: - |
ILLUMINA INC. D... | 100.00 - | 2024-06-21 | 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: | 2024-06-21 |
| Issue date: | 2023-11-13 |
| Last trading day: | 2024-06-05 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 16.22 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.11 |
|---|---|
| Intrinsic value: | 0.06 |
| Implied volatility: | 2.82 |
| Historic volatility: | 0.37 |
| Parity: | 0.06 |
| Time value: | 0.56 |
| Break-even: | 106.20 |
| Moneyness: | 1.01 |
| Premium: | 0.06 |
| Premium p.a.: | 0.00 |
| Spread abs.: | 0.07 |
| Spread %: | 12.73% |
| Delta: | 0.55 |
| Theta: | -2.95 |
| Omega: | 8.85 |
| Rho: | 0.00 |
Quote data
| Open: | 0.550 |
|---|---|
| High: | 0.550 |
| Low: | 0.550 |
| Previous Close: | 0.680 |
| Turnover: | 0.000 |
| Market phase: | SU |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | -49.07% | ||
| 3 Months | -84.15% | ||
| YTD | -87.91% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 1.080 | 0.530 |
| 6M High / 6M Low: | 4.840 | 0.530 |
| High (YTD): | 2024-01-30 | 4.840 |
| Low (YTD): | 2024-05-30 | 0.530 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 0.793 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 3.212 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 259.13% | |
| Volatility 6M: | 135.43% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
