BVT Call 140 CMC 21.06.2024
/ DE000VV83A40
BVT Call 140 CMC 21.06.2024/ DE000VV83A40 /
| 2024-06-14 8:29:17 AM |
Chg.+0.22 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.01EUR |
+4.59% |
-
Bid Size: - |
-
Ask Size: - |
JPMORGAN CHASE ... |
140.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
VV83A4 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
JPMORGAN CHASE DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-11-02 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.11 |
| Intrinsic value: |
4.10 |
| Implied volatility: |
3.04 |
| Historic volatility: |
0.16 |
| Parity: |
4.10 |
| Time value: |
0.95 |
| Break-even: |
190.50 |
| Moneyness: |
1.29 |
| Premium: |
0.05 |
| Premium p.a.: |
21.30 |
| Spread abs.: |
0.01 |
| Spread %: |
0.20% |
| Delta: |
0.80 |
| Theta: |
-1.64 |
| Omega: |
2.88 |
| Rho: |
0.02 |
Quote data
| Open: |
5.01 |
| High: |
5.01 |
| Low: |
5.01 |
| Previous Close: |
4.79 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.11% |
| 1 Month |
|
|
-13.32% |
| 3 Months |
|
|
+7.51% |
| YTD |
|
|
+60.06% |
| 1 Year |
|
|
+209.26% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.56 |
4.79 |
| 1M High / 1M Low: |
6.20 |
4.79 |
| 6M High / 6M Low: |
6.20 |
2.80 |
| High (YTD): |
2024-05-20 |
6.20 |
| Low (YTD): |
2024-01-18 |
2.88 |
| 52W High: |
2024-05-20 |
6.20 |
| 52W Low: |
2023-10-27 |
1.03 |
| Avg. price 1W: |
|
5.21 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.50 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.46 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.12 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
88.20% |
| Volatility 6M: |
|
68.44% |
| Volatility 1Y: |
|
79.97% |
| Volatility 3Y: |
|
- |
