BVT Call 135 EA 21.06.2024
/ DE000VM0KDN4
BVT Call 135 EA 21.06.2024/ DE000VM0KDN4 /
| 2024-06-07 8:56:44 AM |
Chg.-0.020 |
Bid9:10:09 AM |
Ask9:10:09 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.240EUR |
-7.69% |
0.250
Bid Size: 13,000 |
0.270
Ask Size: 13,000 |
Electronic Arts Inc |
135.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM0KDN |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Electronic Arts Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
135.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-31 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
48.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.31 |
| Intrinsic value: |
0.22 |
| Implied volatility: |
0.10 |
| Historic volatility: |
0.17 |
| Parity: |
0.22 |
| Time value: |
0.04 |
| Break-even: |
126.55 |
| Moneyness: |
1.02 |
| Premium: |
0.00 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
4.00% |
| Delta: |
0.83 |
| Theta: |
-0.03 |
| Omega: |
40.47 |
| Rho: |
0.04 |
Quote data
| Open: |
0.240 |
| High: |
0.240 |
| Low: |
0.240 |
| Previous Close: |
0.260 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+275.00% |
| 1 Month |
|
|
+53.85% |
| 3 Months |
|
|
-4.00% |
| YTD |
|
|
-17.24% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.260 |
0.064 |
| 1M High / 1M Low: |
0.260 |
0.026 |
| 6M High / 6M Low: |
0.360 |
0.026 |
| High (YTD): |
2024-02-16 |
0.360 |
| Low (YTD): |
2024-05-21 |
0.026 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.152 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.094 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.227 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,757.39% |
| Volatility 6M: |
|
733.91% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
