BVT Call 170 WM 21.06.2024
/ DE000VU9L0W0
BVT Call 170 WM 21.06.2024/ DE000VU9L0W0 /
6/10/2024 8:56:23 AM |
Chg.-0.12 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.86EUR |
-4.03% |
- Bid Size: - |
- Ask Size: - |
Waste Management |
170.00 USD |
6/21/2024 |
Call |
Master data
WKN: |
VU9L0W |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Waste Management |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
170.00 USD |
Maturity: |
6/21/2024 |
Issue date: |
7/7/2023 |
Last trading day: |
6/21/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.46 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.85 |
Intrinsic value: |
2.83 |
Implied volatility: |
0.55 |
Historic volatility: |
0.15 |
Parity: |
2.83 |
Time value: |
0.05 |
Break-even: |
186.52 |
Moneyness: |
1.18 |
Premium: |
0.00 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.01 |
Spread %: |
0.35% |
Delta: |
0.96 |
Theta: |
-0.08 |
Omega: |
6.22 |
Rho: |
0.05 |
Quote data
Open: |
2.86 |
High: |
2.86 |
Low: |
2.86 |
Previous Close: |
2.98 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-27.04% |
3 Months |
|
|
-21.21% |
YTD |
|
|
+89.40% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.14 |
2.86 |
1M High / 1M Low: |
3.93 |
2.86 |
6M High / 6M Low: |
4.25 |
1.21 |
High (YTD): |
3/28/2024 |
4.25 |
Low (YTD): |
1/8/2024 |
1.41 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.99 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.49 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.99 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
126.04% |
Volatility 6M: |
|
94.69% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |