BVT Call 210 AP3 21.06.2024
/ DE000VM92TA3
BVT Call 210 AP3 21.06.2024/ DE000VM92TA3 /
| 5/17/2024 8:54:20 AM |
Chg.+0.49 |
Bid9:57:12 PM |
Ask9:57:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.45EUR |
+12.37% |
4.97
Bid Size: 13,000 |
4.99
Ask Size: 13,000 |
AIR PROD. CHEM. ... |
210.00 - |
6/21/2024 |
Call |
Master data
| WKN: |
VM92TA |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
AIR PROD. CHEM. DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
210.00 - |
| Maturity: |
6/21/2024 |
| Issue date: |
2/9/2024 |
| Last trading day: |
6/21/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.77 |
| Intrinsic value: |
2.65 |
| Implied volatility: |
1.07 |
| Historic volatility: |
0.25 |
| Parity: |
2.65 |
| Time value: |
1.84 |
| Break-even: |
254.90 |
| Moneyness: |
1.13 |
| Premium: |
0.08 |
| Premium p.a.: |
1.18 |
| Spread abs.: |
0.02 |
| Spread %: |
0.45% |
| Delta: |
0.70 |
| Theta: |
-0.40 |
| Omega: |
3.71 |
| Rho: |
0.12 |
Quote data
| Open: |
4.45 |
| High: |
4.45 |
| Low: |
4.45 |
| Previous Close: |
3.96 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.09% |
| 1 Month |
|
|
+91.81% |
| 3 Months |
|
|
+83.13% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.99 |
3.73 |
| 1M High / 1M Low: |
3.99 |
2.32 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.92 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.21 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
89.53% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
