BVT Call 195 WM 21.06.2024
/ DE000VM0CA93
BVT Call 195 WM 21.06.2024/ DE000VM0CA93 /
| 2024-06-05 4:53:48 PM |
Chg.-0.060 |
Bid6:01:48 PM |
Ask6:01:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.780EUR |
-7.14% |
0.820
Bid Size: 18,000 |
0.830
Ask Size: 18,000 |
Waste Management |
195.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM0CA9 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Waste Management |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
195.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-25 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
21.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.84 |
| Intrinsic value: |
0.79 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.14 |
| Parity: |
0.79 |
| Time value: |
0.08 |
| Break-even: |
187.90 |
| Moneyness: |
1.04 |
| Premium: |
0.00 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
1.16% |
| Delta: |
0.87 |
| Theta: |
-0.06 |
| Omega: |
18.79 |
| Rho: |
0.07 |
Quote data
| Open: |
0.910 |
| High: |
0.930 |
| Low: |
0.780 |
| Previous Close: |
0.840 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.59% |
| 1 Month |
|
|
-45.07% |
| 3 Months |
|
|
-50.00% |
| YTD |
|
|
+178.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.190 |
0.610 |
| 1M High / 1M Low: |
1.660 |
0.610 |
| 6M High / 6M Low: |
2.020 |
0.170 |
| High (YTD): |
2024-03-27 |
2.020 |
| Low (YTD): |
2024-01-08 |
0.240 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.934 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.332 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.094 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
245.14% |
| Volatility 6M: |
|
201.13% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
