BVT Call 115 TGT/ DE000VM2VRL1 /
21/06/2024 08:24:55 | Chg.+0.09 | Bid12:01:05 | Ask12:01:05 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
2.65EUR | +3.52% | - Bid Size: - |
- Ask Size: - |
Target Corp | 115.00 USD | 21/06/2024 | Call |
Master data
WKN: | VM2VRL |
---|---|
Issuer: | Bank Vontobel AG |
Currency: | EUR |
Underlying: | Target Corp |
Type: | Warrant |
Option type: | Call |
Strike price: | 115.00 USD |
Maturity: | 21/06/2024 |
Issue date: | 26/09/2023 |
Last trading day: | 21/06/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 5.12 |
Leverage: | Yes |
Calculated values
Fair value: | 2.56 |
---|---|
Intrinsic value: | 2.56 |
Implied volatility: | 2.39 |
Historic volatility: | 0.29 |
Parity: | 2.56 |
Time value: | 0.03 |
Break-even: | 132.91 |
Moneyness: | 1.24 |
Premium: | 0.00 |
Premium p.a.: | 1.13 |
Spread abs.: | 0.05 |
Spread %: | 1.97% |
Delta: | 0.96 |
Theta: | -0.69 |
Omega: | 4.93 |
Rho: | 0.00 |
Quote data
Open: | 2.65 |
---|---|
High: | 2.65 |
Low: | 2.65 |
Previous Close: | 2.56 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -3.64% | ||
---|---|---|---|
1 Month | -32.05% | ||
3 Months | -48.34% | ||
YTD | -7.99% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 2.81 | 2.44 |
---|---|---|
1M High / 1M Low: | 3.90 | 2.44 |
6M High / 6M Low: | 5.93 | 2.36 |
High (YTD): | 02/04/2024 | 5.93 |
Low (YTD): | 18/01/2024 | 2.36 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 2.62 | |
Avg. volume 1W: | 0.00 | |
Avg. price 1M: | 3.02 | |
Avg. volume 1M: | 0.00 | |
Avg. price 6M: | 3.76 | |
Avg. volume 6M: | 0.00 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 159.16% | |
Volatility 6M: | 107.76% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |