BVT Call 120 FI 20.09.2024
/ DE000VM3MMZ9
BVT Call 120 FI 20.09.2024/ DE000VM3MMZ9 /
| 6/20/2024 8:05:07 PM |
Chg.+0.100 |
Bid9:59:25 PM |
Ask9:59:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.090EUR |
+3.34% |
-
Bid Size: - |
-
Ask Size: - |
Fiserv |
120.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
VM3MMZ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Fiserv |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
10/9/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.85 |
| Intrinsic value: |
2.74 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.15 |
| Parity: |
2.74 |
| Time value: |
0.34 |
| Break-even: |
142.46 |
| Moneyness: |
1.25 |
| Premium: |
0.02 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.09 |
| Spread %: |
3.01% |
| Delta: |
0.87 |
| Theta: |
-0.05 |
| Omega: |
3.92 |
| Rho: |
0.23 |
Quote data
| Open: |
3.020 |
| High: |
3.090 |
| Low: |
2.930 |
| Previous Close: |
2.990 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.67% |
| 1 Month |
|
|
-5.50% |
| 3 Months |
|
|
-19.11% |
| YTD |
|
|
+47.85% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.090 |
2.870 |
| 1M High / 1M Low: |
3.280 |
2.820 |
| 6M High / 6M Low: |
4.050 |
1.970 |
| High (YTD): |
3/28/2024 |
4.050 |
| Low (YTD): |
1/3/2024 |
1.970 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.978 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.988 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.070 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
52.10% |
| Volatility 6M: |
|
61.61% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
