BVT Call 230 AP3 21.06.2024
/ DE000VM9VEM2
BVT Call 230 AP3 21.06.2024/ DE000VM9VEM2 /
| 6/7/2024 8:06:10 PM |
Chg.+0.840 |
Bid9:59:44 PM |
Ask9:59:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.550EUR |
+22.64% |
-
Bid Size: - |
-
Ask Size: - |
AIR PROD. CHEM. ... |
230.00 - |
6/21/2024 |
Call |
Master data
| WKN: |
VM9VEM |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
AIR PROD. CHEM. DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
230.00 - |
| Maturity: |
6/21/2024 |
| Issue date: |
2/7/2024 |
| Last trading day: |
6/21/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.91 |
| Intrinsic value: |
2.88 |
| Implied volatility: |
1.64 |
| Historic volatility: |
0.25 |
| Parity: |
2.88 |
| Time value: |
1.79 |
| Break-even: |
276.70 |
| Moneyness: |
1.13 |
| Premium: |
0.07 |
| Premium p.a.: |
5.55 |
| Spread abs.: |
0.02 |
| Spread %: |
0.43% |
| Delta: |
0.71 |
| Theta: |
-1.07 |
| Omega: |
3.91 |
| Rho: |
0.05 |
Quote data
| Open: |
3.720 |
| High: |
4.590 |
| Low: |
3.720 |
| Previous Close: |
3.710 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+45.83% |
| 1 Month |
|
|
+126.37% |
| 3 Months |
|
|
+115.64% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.550 |
3.710 |
| 1M High / 1M Low: |
4.550 |
2.010 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.944 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.090 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
159.06% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
