BVT Call 230 STZ 21.06.2024
/ DE000VM6PBB9
BVT Call 230 STZ 21.06.2024/ DE000VM6PBB9 /
| 10/06/2024 08:49:36 |
Chg.+0.04 |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.98EUR |
+2.06% |
-
Bid Size: - |
-
Ask Size: - |
Constellation Brands... |
230.00 USD |
21/06/2024 |
Call |
Master data
| WKN: |
VM6PBB |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Constellation Brands Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
230.00 USD |
| Maturity: |
21/06/2024 |
| Issue date: |
08/12/2023 |
| Last trading day: |
21/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.97 |
| Intrinsic value: |
1.94 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.16 |
| Parity: |
1.94 |
| Time value: |
0.10 |
| Break-even: |
233.78 |
| Moneyness: |
1.09 |
| Premium: |
0.00 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.03 |
| Spread %: |
1.49% |
| Delta: |
0.90 |
| Theta: |
-0.14 |
| Omega: |
10.32 |
| Rho: |
0.06 |
Quote data
| Open: |
1.98 |
| High: |
1.98 |
| Low: |
1.98 |
| Previous Close: |
1.94 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.59% |
| 1 Month |
|
|
-36.54% |
| 3 Months |
|
|
-34.44% |
| YTD |
|
|
-16.10% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.00 |
1.90 |
| 1M High / 1M Low: |
3.14 |
1.29 |
| 6M High / 6M Low: |
4.07 |
1.29 |
| High (YTD): |
26/03/2024 |
4.07 |
| Low (YTD): |
30/05/2024 |
1.29 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.95 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.05 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.70 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
216.70% |
| Volatility 6M: |
|
135.57% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
