BVT Call 220 AP3 21.06.2024
/ DE000VM9VEN0
BVT Call 220 AP3 21.06.2024/ DE000VM9VEN0 /
| 2024-06-07 8:43:41 AM |
Chg.-0.02 |
Bid10:00:04 PM |
Ask10:00:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.65EUR |
-0.43% |
-
Bid Size: - |
-
Ask Size: - |
AIR PROD. CHEM. ... |
220.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
VM9VEN |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
AIR PROD. CHEM. DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-02-07 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.91 |
| Intrinsic value: |
3.88 |
| Implied volatility: |
1.83 |
| Historic volatility: |
0.25 |
| Parity: |
3.88 |
| Time value: |
1.71 |
| Break-even: |
275.90 |
| Moneyness: |
1.18 |
| Premium: |
0.07 |
| Premium p.a.: |
5.04 |
| Spread abs.: |
0.02 |
| Spread %: |
0.36% |
| Delta: |
0.74 |
| Theta: |
-1.13 |
| Omega: |
3.43 |
| Rho: |
0.05 |
Quote data
| Open: |
4.65 |
| High: |
4.65 |
| Low: |
4.65 |
| Previous Close: |
4.67 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.73% |
| 1 Month |
|
|
+60.90% |
| 3 Months |
|
|
+57.09% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.74 |
4.45 |
| 1M High / 1M Low: |
4.74 |
2.62 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.64 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.84 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
127.93% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
