BVT Call 135 ROST 20.09.2024
/ DE000VM3TAN5
BVT Call 135 ROST 20.09.2024/ DE000VM3TAN5 /
| 2024-06-19 8:05:42 PM |
Chg.-0.030 |
Bid8:05:42 PM |
Ask8:05:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.600EUR |
-1.84% |
-
Bid Size: - |
-
Ask Size: - |
Ross Stores Inc |
135.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM3TAN |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Ross Stores Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
135.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-11 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.47 |
| Intrinsic value: |
1.27 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.19 |
| Parity: |
1.27 |
| Time value: |
0.35 |
| Break-even: |
141.91 |
| Moneyness: |
1.10 |
| Premium: |
0.02 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
0.62% |
| Delta: |
0.80 |
| Theta: |
-0.04 |
| Omega: |
6.82 |
| Rho: |
0.24 |
Quote data
| Open: |
1.610 |
| High: |
1.660 |
| Low: |
1.600 |
| Previous Close: |
1.630 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.98% |
| 1 Month |
|
|
+110.53% |
| 3 Months |
|
|
-9.09% |
| YTD |
|
|
+12.68% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.740 |
1.260 |
| 1M High / 1M Low: |
1.740 |
0.670 |
| 6M High / 6M Low: |
2.260 |
0.600 |
| High (YTD): |
2024-02-28 |
2.260 |
| Low (YTD): |
2024-05-02 |
0.600 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.482 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.133 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.388 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
328.84% |
| Volatility 6M: |
|
164.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
