BVT Call 110 ILU 21.06.2024
/ DE000VM4RBZ9
BVT Call 110 ILU 21.06.2024/ DE000VM4RBZ9 /
| 2024-06-05 8:58:08 AM |
Chg.- |
Bid8:00:04 PM |
Ask8:00:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.166EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
ILLUMINA INC. D... |
110.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
VM4RBZ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ILLUMINA INC. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-30 |
| Last trading day: |
2024-06-05 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
56.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.37 |
| Parity: |
-0.47 |
| Time value: |
0.19 |
| Break-even: |
111.87 |
| Moneyness: |
0.96 |
| Premium: |
0.06 |
| Premium p.a.: |
4.53 |
| Spread abs.: |
0.02 |
| Spread %: |
14.72% |
| Delta: |
0.33 |
| Theta: |
-0.13 |
| Omega: |
18.40 |
| Rho: |
0.01 |
Quote data
| Open: |
0.166 |
| High: |
0.166 |
| Low: |
0.166 |
| Previous Close: |
0.230 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.09% |
| 1 Month |
|
|
-82.53% |
| 3 Months |
|
|
-94.47% |
| YTD |
|
|
-95.73% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.260 |
0.166 |
| 1M High / 1M Low: |
0.980 |
0.166 |
| 6M High / 6M Low: |
4.090 |
0.166 |
| High (YTD): |
2024-01-30 |
4.090 |
| Low (YTD): |
2024-06-05 |
0.166 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.219 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.528 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.561 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
275.33% |
| Volatility 6M: |
|
170.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
