BVT Call 105 ILU/ DE000VM41G04 /
2024-06-05 8:53:37 AM | Chg.- | Bid8:00:06 PM | Ask8:00:06 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.300EUR | - | - Bid Size: - |
- Ask Size: - |
ILLUMINA INC. D... | 105.00 - | 2024-06-21 | Call |
Master data
WKN: | VM41G0 |
---|---|
Issuer: | Bank Vontobel AG |
Currency: | EUR |
Underlying: | ILLUMINA INC. DL-,01 |
Type: | Warrant |
Option type: | Call |
Strike price: | 105.00 - |
Maturity: | 2024-06-21 |
Issue date: | 2023-11-03 |
Last trading day: | 2024-06-05 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 28.74 |
Leverage: | Yes |
Calculated values
Fair value: | 0.00 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 2.53 |
Historic volatility: | 0.37 |
Parity: | -0.44 |
Time value: | 0.35 |
Break-even: | 108.50 |
Moneyness: | 0.96 |
Premium: | 0.08 |
Premium p.a.: | 0.00 |
Spread abs.: | 0.05 |
Spread %: | 16.67% |
Delta: | 0.40 |
Theta: | -2.57 |
Omega: | 11.45 |
Rho: | 0.00 |
Quote data
Open: | 0.300 |
---|---|
High: | 0.300 |
Low: | 0.300 |
Previous Close: | 0.400 |
Turnover: | 0.000 |
Market phase: | SU |
All quotes in EUR
Performance
1 Week | 0.00% | ||
---|---|---|---|
1 Month | -58.90% | ||
3 Months | -90.29% | ||
YTD | -92.89% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | - | - |
---|---|---|
1M High / 1M Low: | 0.730 | 0.300 |
6M High / 6M Low: | 4.460 | 0.300 |
High (YTD): | 2024-01-30 | 4.460 |
Low (YTD): | 2024-06-05 | 0.300 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | - | |
Avg. volume 1W: | - | |
Avg. price 1M: | 0.500 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 2.855 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 284.91% | |
Volatility 6M: | 151.40% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |