BVT Call 120 EA 21.06.2024
/ DE000VM05VC7
BVT Call 120 EA 21.06.2024/ DE000VM05VC7 /
| 5/24/2024 8:06:20 PM |
Chg.+0.110 |
Bid9:59:13 PM |
Ask9:59:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.440EUR |
+8.27% |
-
Bid Size: - |
-
Ask Size: - |
Electronic Arts Inc |
120.00 USD |
6/21/2024 |
Call |
Master data
| WKN: |
VM05VC |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Electronic Arts Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
8/14/2023 |
| Last trading day: |
6/21/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.42 |
| Intrinsic value: |
1.39 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.17 |
| Parity: |
1.39 |
| Time value: |
0.06 |
| Break-even: |
125.13 |
| Moneyness: |
1.13 |
| Premium: |
0.00 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.69% |
| Delta: |
0.93 |
| Theta: |
-0.03 |
| Omega: |
8.02 |
| Rho: |
0.08 |
Quote data
| Open: |
1.410 |
| High: |
1.450 |
| Low: |
1.400 |
| Previous Close: |
1.330 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+89.47% |
| 1 Month |
|
|
+41.18% |
| 3 Months |
|
|
-31.10% |
| YTD |
|
|
-29.41% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.440 |
0.760 |
| 1M High / 1M Low: |
1.440 |
0.710 |
| 6M High / 6M Low: |
2.560 |
0.710 |
| High (YTD): |
2/16/2024 |
2.530 |
| Low (YTD): |
5/14/2024 |
0.710 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.162 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.970 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.745 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
284.78% |
| Volatility 6M: |
|
132.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
