BVT Call 145 ROST/ DE000VM48A86 /
| 2024-06-21 8:48:26 AM | Chg.-0.155 | Bid8:00:03 PM | Ask8:00:03 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.215EUR | -41.89% | - Bid Size: - |
- Ask Size: - |
Ross Stores Inc | 145.00 USD | 2024-06-21 | Call |
Master data
| WKN: | VM48A8 |
|---|---|
| Issuer: | Bank Vontobel AG |
| Currency: | EUR |
| Underlying: | Ross Stores Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 145.00 USD |
| Maturity: | 2024-06-21 |
| Issue date: | 2023-11-09 |
| Last trading day: | 2024-06-21 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 37.39 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.34 |
|---|---|
| Intrinsic value: | 0.34 |
| Implied volatility: | 0.46 |
| Historic volatility: | 0.19 |
| Parity: | 0.34 |
| Time value: | 0.03 |
| Break-even: | 138.62 |
| Moneyness: | 1.03 |
| Premium: | 0.00 |
| Premium p.a.: | 1.02 |
| Spread abs.: | 0.02 |
| Spread %: | 5.71% |
| Delta: | 0.85 |
| Theta: | -0.39 |
| Omega: | 31.95 |
| Rho: | 0.00 |
Quote data
| Open: | 0.215 |
|---|---|
| High: | 0.215 |
| Low: | 0.215 |
| Previous Close: | 0.370 |
| Turnover: | 0.000 |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +50.35% | ||
|---|---|---|---|
| 1 Month | +150.00% | ||
| 3 Months | -73.46% | ||
| YTD | -67.42% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.530 | 0.143 |
|---|---|---|
| 1M High / 1M Low: | 0.530 | 0.039 |
| 6M High / 6M Low: | 1.210 | 0.039 |
| High (YTD): | 2024-02-29 | 1.210 |
| Low (YTD): | 2024-05-29 | 0.039 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.316 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.154 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.519 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 1,139.63% | |
| Volatility 6M: | 524.87% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
