BVT Call 150 JNJ/ DE000VM386H8 /
6/21/2024 10:24:28 AM | Chg.-0.010 | Bid11:04:20 AM | Ask10:24:28 AM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.006EUR | -62.50% | 0.006 Bid Size: 15,000 |
0.028 Ask Size: 15,000 |
JOHNSON + JOHNSON ... | 150.00 - | 6/21/2024 | Call |
Master data
WKN: | VM386H |
---|---|
Issuer: | Bank Vontobel AG |
Currency: | EUR |
Underlying: | JOHNSON + JOHNSON DL 1 |
Type: | Warrant |
Option type: | Call |
Strike price: | 150.00 - |
Maturity: | 6/21/2024 |
Issue date: | 10/20/2023 |
Last trading day: | 6/21/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 501.95 |
Leverage: | Yes |
Calculated values
Fair value: | 0.00 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 1.28 |
Historic volatility: | 0.15 |
Parity: | -1.45 |
Time value: | 0.03 |
Break-even: | 150.27 |
Moneyness: | 0.90 |
Premium: | 0.11 |
Premium p.a.: | 0.00 |
Spread abs.: | 0.03 |
Spread %: | 1,250.00% |
Delta: | 0.07 |
Theta: | -0.60 |
Omega: | 34.74 |
Rho: | 0.00 |
Quote data
Open: | 0.006 |
---|---|
High: | 0.006 |
Low: | 0.006 |
Previous Close: | 0.016 |
Turnover: | 0.000 |
Market phase: | PRE CALL |
All quotes in EUR
Performance
1 Week | -45.45% | ||
---|---|---|---|
1 Month | -98.06% | ||
3 Months | -99.34% | ||
YTD | -99.48% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.016 | 0.002 |
---|---|---|
1M High / 1M Low: | 0.510 | 0.002 |
6M High / 6M Low: | 1.540 | 0.002 |
High (YTD): | 1/3/2024 | 1.540 |
Low (YTD): | 6/19/2024 | 0.002 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.008 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 0.101 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 0.777 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 2,474.75% | |
Volatility 6M: | 1,027.68% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |