BVT Call 150 TMUS 21.06.2024
/ DE000VM52116
BVT Call 150 TMUS 21.06.2024/ DE000VM52116 /
| 2024-06-07 8:25:35 AM |
Chg.- |
Bid8:07:10 AM |
Ask8:07:10 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.81EUR |
- |
2.83
Bid Size: 3,000 |
2.93
Ask Size: 3,000 |
T Mobile US Inc |
150.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM5211 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
T Mobile US Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-29 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.78 |
| Intrinsic value: |
2.76 |
| Implied volatility: |
0.66 |
| Historic volatility: |
0.12 |
| Parity: |
2.76 |
| Time value: |
0.08 |
| Break-even: |
167.27 |
| Moneyness: |
1.20 |
| Premium: |
0.00 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
0.35% |
| Delta: |
0.94 |
| Theta: |
-0.11 |
| Omega: |
5.49 |
| Rho: |
0.05 |
Quote data
| Open: |
2.81 |
| High: |
2.81 |
| Low: |
2.81 |
| Previous Close: |
2.84 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.08% |
| 1 Month |
|
|
+100.71% |
| 3 Months |
|
|
+69.28% |
| YTD |
|
|
+80.13% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.84 |
2.16 |
| 1M High / 1M Low: |
2.84 |
1.21 |
| 6M High / 6M Low: |
2.84 |
1.17 |
| High (YTD): |
2024-06-06 |
2.84 |
| Low (YTD): |
2024-04-17 |
1.17 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.57 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.72 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.57 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
151.27% |
| Volatility 6M: |
|
111.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
