BVT Call 230 AP3 20.09.2024
/ DE000VM9VEK6
BVT Call 230 AP3 20.09.2024/ DE000VM9VEK6 /
| 2024-06-07 7:50:26 PM |
Chg.+0.820 |
Bid9:59:57 PM |
Ask9:59:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.890EUR |
+20.15% |
-
Bid Size: - |
-
Ask Size: - |
AIR PROD. CHEM. ... |
230.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
VM9VEK |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
AIR PROD. CHEM. DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
230.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-07 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.41 |
| Intrinsic value: |
2.88 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.25 |
| Parity: |
2.88 |
| Time value: |
2.08 |
| Break-even: |
279.60 |
| Moneyness: |
1.13 |
| Premium: |
0.08 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.02 |
| Spread %: |
0.40% |
| Delta: |
0.71 |
| Theta: |
-0.15 |
| Omega: |
3.71 |
| Rho: |
0.38 |
Quote data
| Open: |
4.050 |
| High: |
4.930 |
| Low: |
4.050 |
| Previous Close: |
4.070 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+38.92% |
| 1 Month |
|
|
+90.27% |
| 3 Months |
|
|
+79.12% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.890 |
4.070 |
| 1M High / 1M Low: |
4.890 |
2.570 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.274 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.507 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
125.62% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
