BVT Call 180 HSY 21.06.2024
/ DE000VM67ZZ9
BVT Call 180 HSY 21.06.2024/ DE000VM67ZZ9 /
| 6/13/2024 8:14:52 AM |
Chg.-0.36 |
Bid10:22:20 AM |
Ask10:22:20 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.73EUR |
-33.03% |
0.74
Bid Size: 6,000 |
0.82
Ask Size: 6,000 |
Hershey Company |
180.00 USD |
6/21/2024 |
Call |
Master data
| WKN: |
VM67ZZ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Hershey Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
180.00 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
12/19/2023 |
| Last trading day: |
6/21/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
21.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.70 |
| Intrinsic value: |
0.67 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.18 |
| Parity: |
0.67 |
| Time value: |
0.12 |
| Break-even: |
174.37 |
| Moneyness: |
1.04 |
| Premium: |
0.01 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.02 |
| Spread %: |
2.60% |
| Delta: |
0.79 |
| Theta: |
-0.17 |
| Omega: |
17.30 |
| Rho: |
0.03 |
Quote data
| Open: |
0.73 |
| High: |
0.73 |
| Low: |
0.73 |
| Previous Close: |
1.09 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-58.52% |
| 1 Month |
|
|
-69.46% |
| 3 Months |
|
|
-62.56% |
| YTD |
|
|
-52.60% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.76 |
1.09 |
| 1M High / 1M Low: |
2.76 |
1.09 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
5/14/2024 |
2.76 |
| Low (YTD): |
4/18/2024 |
1.01 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.43 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.98 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
225.59% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
