BVT Call 100 RTX 21.06.2024
/ DE000VM821C5
BVT Call 100 RTX 21.06.2024/ DE000VM821C5 /
| 07/06/2024 19:50:41 |
Chg.+0.020 |
Bid21:56:15 |
Ask21:56:15 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.820EUR |
+2.50% |
-
Bid Size: - |
-
Ask Size: - |
RTX Corporation |
100.00 USD |
21/06/2024 |
Call |
Master data
| WKN: |
VM821C |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
RTX Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 USD |
| Maturity: |
21/06/2024 |
| Issue date: |
25/01/2024 |
| Last trading day: |
21/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.77 |
| Intrinsic value: |
0.75 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.20 |
| Parity: |
0.75 |
| Time value: |
0.06 |
| Break-even: |
100.68 |
| Moneyness: |
1.08 |
| Premium: |
0.01 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.02 |
| Spread %: |
2.53% |
| Delta: |
0.87 |
| Theta: |
-0.07 |
| Omega: |
10.78 |
| Rho: |
0.03 |
Quote data
| Open: |
0.800 |
| High: |
0.820 |
| Low: |
0.800 |
| Previous Close: |
0.800 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.84% |
| 1 Month |
|
|
+78.26% |
| 3 Months |
|
|
+625.66% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.820 |
0.740 |
| 1M High / 1M Low: |
0.820 |
0.460 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.792 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.641 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
138.69% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
