BVT Call 210 AP3 21.06.2024
/ DE000VM92TA3
BVT Call 210 AP3 21.06.2024/ DE000VM92TA3 /
| 07/06/2024 08:54:59 |
Chg.-0.03 |
Bid22:00:05 |
Ask22:00:05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.56EUR |
-0.54% |
-
Bid Size: - |
-
Ask Size: - |
AIR PROD. CHEM. ... |
210.00 - |
21/06/2024 |
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: |
21/06/2024 |
| Issue date: |
09/02/2024 |
| Last trading day: |
21/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.79 |
| Intrinsic value: |
3.76 |
| Implied volatility: |
1.89 |
| Historic volatility: |
0.25 |
| Parity: |
3.76 |
| Time value: |
1.82 |
| Break-even: |
265.80 |
| Moneyness: |
1.18 |
| Premium: |
0.07 |
| Premium p.a.: |
5.33 |
| Spread abs.: |
0.02 |
| Spread %: |
0.36% |
| Delta: |
0.74 |
| Theta: |
-1.08 |
| Omega: |
3.27 |
| Rho: |
0.05 |
Quote data
| Open: |
5.56 |
| High: |
5.56 |
| Low: |
5.56 |
| Previous Close: |
5.59 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.30% |
| 1 Month |
|
|
+50.27% |
| 3 Months |
|
|
+60.23% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.65 |
4.74 |
| 1M High / 1M Low: |
5.65 |
3.53 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.39 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.66 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
99.50% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
