BVT Call 18 DHER 21.06.2024
/ DE000VM9ST87
BVT Call 18 DHER 21.06.2024/ DE000VM9ST87 /
| 2024-06-04 8:22:00 AM |
Chg.+0.06 |
Bid11:39:55 AM |
Ask11:39:55 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.12EUR |
+5.66% |
1.06
Bid Size: 73,000 |
1.07
Ask Size: 73,000 |
DELIVERY HERO SE NA ... |
18.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
VM9ST8 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
DELIVERY HERO SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
18.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-02-06 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.12 |
| Intrinsic value: |
1.12 |
| Implied volatility: |
1.76 |
| Historic volatility: |
0.69 |
| Parity: |
1.12 |
| Time value: |
0.04 |
| Break-even: |
29.60 |
| Moneyness: |
1.62 |
| Premium: |
0.02 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.03 |
| Spread %: |
2.65% |
| Delta: |
0.93 |
| Theta: |
-0.05 |
| Omega: |
2.33 |
| Rho: |
0.01 |
Quote data
| Open: |
1.12 |
| High: |
1.12 |
| Low: |
1.12 |
| Previous Close: |
1.06 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.27% |
| 1 Month |
|
|
+13.13% |
| 3 Months |
|
|
+64.71% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.17 |
0.97 |
| 1M High / 1M Low: |
1.44 |
0.74 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.06 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.11 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
221.48% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
