BVT Call 1000 1N8 21.06.2024
/ DE000VM1CPH5
BVT Call 1000 1N8 21.06.2024/ DE000VM1CPH5 /
| 2024-06-11 8:49:53 AM |
Chg.-0.03 |
Bid12:49:47 PM |
Ask12:49:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.23EUR |
-1.33% |
2.23
Bid Size: 35,000 |
2.24
Ask Size: 35,000 |
ADYEN N.V. E... |
1,000.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
VM1CPH |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ADYEN N.V. EO-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1,000.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-21 |
| Last trading day: |
2024-06-21 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.28 |
| Intrinsic value: |
2.25 |
| Implied volatility: |
1.20 |
| Historic volatility: |
0.69 |
| Parity: |
2.25 |
| Time value: |
0.18 |
| Break-even: |
1,243.00 |
| Moneyness: |
1.22 |
| Premium: |
0.01 |
| Premium p.a.: |
0.71 |
| Spread abs.: |
0.16 |
| Spread %: |
7.05% |
| Delta: |
0.87 |
| Theta: |
-2.64 |
| Omega: |
4.39 |
| Rho: |
0.23 |
Quote data
| Open: |
2.23 |
| High: |
2.23 |
| Low: |
2.23 |
| Previous Close: |
2.26 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.53% |
| 1 Month |
|
|
-5.91% |
| 3 Months |
|
|
-55.22% |
| YTD |
|
|
-11.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.43 |
1.82 |
| 1M High / 1M Low: |
2.90 |
1.72 |
| 6M High / 6M Low: |
6.01 |
1.37 |
| High (YTD): |
2024-04-02 |
6.01 |
| Low (YTD): |
2024-05-02 |
1.37 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.16 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.30 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.46 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
174.16% |
| Volatility 6M: |
|
170.80% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
