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BVT Call 170 IBM 21.06.2024/  DE000VM0Y9J9  /

Frankfurt Zert./VONT
2024-06-05  5:05:19 PM Chg.0.000 Bid7:05:01 PM Ask7:05:01 PM Underlying Strike price Expiration date Option type
0.131EUR 0.00% 0.127
Bid Size: 40,000		 0.137
Ask Size: 40,000		 International Busine... 170.00 USD 2024-06-21 Call
 

Master data

WKN: VM0Y9J
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: International Business Machines Corp
Type: Warrant
Option type: Call
Strike price: 170.00 USD
Maturity: 2024-06-21
Issue date: 2023-08-09
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 110.42
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.19
Parity: -0.39
Time value: 0.14
Break-even: 157.60
Moneyness: 0.98
Premium: 0.03
Premium p.a.: 1.16
Spread abs.: 0.01
Spread %: 7.81%
Delta: 0.31
Theta: -0.08
Omega: 34.62
Rho: 0.02
 

Quote data

Open: 0.143
High: 0.144
Low: 0.131
Previous Close: 0.131
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -39.35%
1 Month
  -45.42%
3 Months
  -94.61%
YTD
  -76.18%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.216 0.115
1M High / 1M Low: 0.550 0.115
6M High / 6M Low: 2.860 0.115
High (YTD): 2024-03-12 2.860
Low (YTD): 2024-06-03 0.115
52W High: - -
52W Low: - -
Avg. price 1W:   0.146
Avg. volume 1W:   0.000
Avg. price 1M:   0.285
Avg. volume 1M:   0.000
Avg. price 6M:   1.232
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   384.82%
Volatility 6M:   284.21%
Volatility 1Y:   -
Volatility 3Y:   -