BVT Call 210 IBM 20.09.2024
/ DE000VM84WV0
BVT Call 210 IBM 20.09.2024/ DE000VM84WV0 /
| 2024-06-06 10:30:14 AM |
Chg.+0.003 |
Bid1:00:05 PM |
Ask1:00:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.037EUR |
+8.82% |
0.037
Bid Size: 10,000 |
0.047
Ask Size: 10,000 |
International Busine... |
210.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM84WV |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
International Business Machines Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
210.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-26 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
334.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.19 |
| Parity: |
-3.92 |
| Time value: |
0.05 |
| Break-even: |
193.58 |
| Moneyness: |
0.80 |
| Premium: |
0.26 |
| Premium p.a.: |
1.20 |
| Spread abs.: |
0.01 |
| Spread %: |
27.78% |
| Delta: |
0.06 |
| Theta: |
-0.01 |
| Omega: |
18.84 |
| Rho: |
0.02 |
Quote data
| Open: |
0.037 |
| High: |
0.037 |
| Low: |
0.037 |
| Previous Close: |
0.034 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.50% |
| 1 Month |
|
|
-22.92% |
| 3 Months |
|
|
-96.22% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.040 |
0.034 |
| 1M High / 1M Low: |
0.078 |
0.034 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.036 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.048 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
321.26% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
