BVT Call 130 FI 20.09.2024
/ DE000VM3MM94
BVT Call 130 FI 20.09.2024/ DE000VM3MM94 /
| 6/20/2024 5:01:17 PM |
Chg.-0.060 |
Bid6:12:31 PM |
Ask6:12:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.070EUR |
-2.82% |
2.090
Bid Size: 25,000 |
2.110
Ask Size: 25,000 |
Fiserv |
130.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
VM3MM9 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Fiserv |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 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: |
6.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.93 |
| Intrinsic value: |
1.81 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.15 |
| Parity: |
1.81 |
| Time value: |
0.40 |
| Break-even: |
143.06 |
| Moneyness: |
1.15 |
| Premium: |
0.03 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.08 |
| Spread %: |
3.76% |
| Delta: |
0.81 |
| Theta: |
-0.05 |
| Omega: |
5.13 |
| Rho: |
0.23 |
Quote data
| Open: |
2.150 |
| High: |
2.150 |
| Low: |
2.070 |
| Previous Close: |
2.130 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.02% |
| 1 Month |
|
|
-10.00% |
| 3 Months |
|
|
-28.13% |
| YTD |
|
|
+47.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.130 |
1.990 |
| 1M High / 1M Low: |
2.420 |
1.990 |
| 6M High / 6M Low: |
3.210 |
1.310 |
| High (YTD): |
3/28/2024 |
3.210 |
| Low (YTD): |
1/3/2024 |
1.310 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.072 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.143 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.271 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
68.34% |
| Volatility 6M: |
|
79.34% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
