BVT Call 120 EA 21.06.2024
/ DE000VM05VC7
BVT Call 120 EA 21.06.2024/ DE000VM05VC7 /
| 2024-06-19 8:56:53 AM |
Chg.+0.06 |
Bid8:00:02 PM |
Ask8:00:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.71EUR |
+3.64% |
-
Bid Size: - |
-
Ask Size: - |
Electronic Arts Inc |
120.00 USD |
2024-06-21 |
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: |
2024-06-21 |
| Issue date: |
2023-08-14 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.69 |
| Intrinsic value: |
1.69 |
| Implied volatility: |
1.24 |
| Historic volatility: |
0.17 |
| Parity: |
1.69 |
| Time value: |
0.03 |
| Break-even: |
128.94 |
| Moneyness: |
1.15 |
| Premium: |
0.00 |
| Premium p.a.: |
0.57 |
| Spread abs.: |
0.01 |
| Spread %: |
0.58% |
| Delta: |
0.94 |
| Theta: |
-0.35 |
| Omega: |
7.05 |
| Rho: |
0.01 |
Quote data
| Open: |
1.71 |
| High: |
1.71 |
| Low: |
1.71 |
| Previous Close: |
1.65 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.55% |
| 1 Month |
|
|
+83.87% |
| 3 Months |
|
|
+16.33% |
| YTD |
|
|
-17.39% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.65 |
1.49 |
| 1M High / 1M Low: |
1.69 |
0.82 |
| 6M High / 6M Low: |
2.58 |
0.64 |
| High (YTD): |
2024-02-16 |
2.58 |
| Low (YTD): |
2024-05-09 |
0.64 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.55 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.36 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.64 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
276.35% |
| Volatility 6M: |
|
162.27% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
