BVT Call 21 ARRD 21.06.2024
/ DE000VM382C8
BVT Call 21 ARRD 21.06.2024/ DE000VM382C8 /
| 6/20/2024 2:01:27 PM |
Chg.+0.130 |
Bid4:36:37 PM |
Ask4:36:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.190EUR |
+12.26% |
1.340
Bid Size: 20,000 |
1.360
Ask Size: 20,000 |
ARCELORMITTAL S.A. N... |
21.00 EUR |
6/21/2024 |
Call |
Master data
| WKN: |
VM382C |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ARCELORMITTAL S.A. NOUV. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
21.00 EUR |
| Maturity: |
6/21/2024 |
| Issue date: |
10/20/2023 |
| Last trading day: |
6/21/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
16.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.54 |
| Intrinsic value: |
2.54 |
| Implied volatility: |
- |
| Historic volatility: |
0.25 |
| Parity: |
2.54 |
| Time value: |
-1.13 |
| Break-even: |
22.41 |
| Moneyness: |
1.12 |
| Premium: |
-0.05 |
| Premium p.a.: |
-1.00 |
| Spread abs.: |
0.35 |
| Spread %: |
33.02% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
1.300 |
| High: |
1.300 |
| Low: |
1.190 |
| Previous Close: |
1.060 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.16% |
| 1 Month |
|
|
-64.16% |
| 3 Months |
|
|
-71.73% |
| YTD |
|
|
-79.90% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.310 |
0.910 |
| 1M High / 1M Low: |
3.580 |
0.910 |
| 6M High / 6M Low: |
6.250 |
0.910 |
| High (YTD): |
2/9/2024 |
6.250 |
| Low (YTD): |
6/14/2024 |
0.910 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.108 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.433 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.012 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
230.38% |
| Volatility 6M: |
|
144.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
