BVT Call 16.5 DHER 21.06.2024
/ DE000VM9SUC5
BVT Call 16.5 DHER 21.06.2024/ DE000VM9SUC5 /
2024-06-06 7:53:19 PM |
Chg.+0.030 |
Bid8:00:12 PM |
Ask8:00:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.210EUR |
+2.54% |
- Bid Size: - |
- Ask Size: - |
DELIVERY HERO SE NA ... |
16.50 EUR |
2024-06-21 |
Call |
Master data
WKN: |
VM9SUC |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
DELIVERY HERO SE NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
16.50 EUR |
Maturity: |
2024-06-21 |
Issue date: |
2024-02-06 |
Last trading day: |
2024-06-21 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
2.30 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.20 |
Intrinsic value: |
1.20 |
Implied volatility: |
2.03 |
Historic volatility: |
0.69 |
Parity: |
1.20 |
Time value: |
0.04 |
Break-even: |
28.90 |
Moneyness: |
1.73 |
Premium: |
0.01 |
Premium p.a.: |
0.40 |
Spread abs.: |
0.03 |
Spread %: |
2.48% |
Delta: |
0.94 |
Theta: |
-0.05 |
Omega: |
2.16 |
Rho: |
0.01 |
Quote data
Open: |
1.240 |
High: |
1.250 |
Low: |
1.210 |
Previous Close: |
1.180 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+1.68% |
1 Month |
|
|
+18.63% |
3 Months |
|
|
+39.08% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.270 |
1.160 |
1M High / 1M Low: |
1.580 |
0.850 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.212 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.239 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
269.31% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |