BVT Call 110 FI 20.09.2024
/ DE000VM34AZ2
BVT Call 110 FI 20.09.2024/ DE000VM34AZ2 /
| 25/06/2024 08:24:12 |
Chg.+0.03 |
Bid17:05:45 |
Ask17:05:45 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.96EUR |
+0.76% |
3.89
Bid Size: 23,000 |
3.91
Ask Size: 23,000 |
Fiserv |
110.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
VM34AZ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Fiserv |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
17/10/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.84 |
| Intrinsic value: |
3.75 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.15 |
| Parity: |
3.75 |
| Time value: |
0.21 |
| Break-even: |
142.10 |
| Moneyness: |
1.37 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
0.51% |
| Delta: |
0.93 |
| Theta: |
-0.04 |
| Omega: |
3.28 |
| Rho: |
0.22 |
Quote data
| Open: |
3.96 |
| High: |
3.96 |
| Low: |
3.96 |
| Previous Close: |
3.93 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.28% |
| 1 Month |
|
|
-0.25% |
| 3 Months |
|
|
-14.84% |
| YTD |
|
|
+41.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.94 |
3.89 |
| 1M High / 1M Low: |
4.06 |
3.68 |
| 6M High / 6M Low: |
4.92 |
2.71 |
| High (YTD): |
28/03/2024 |
4.92 |
| Low (YTD): |
03/01/2024 |
2.71 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.92 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.86 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.92 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
46.26% |
| Volatility 6M: |
|
58.36% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
