BVT Call 230 V 21.06.2024
/ DE000VM0JXH6
BVT Call 230 V 21.06.2024/ DE000VM0JXH6 /
| 2024-06-03 8:53:50 AM |
Chg.+0.19 |
Bid3:07:39 PM |
Ask3:07:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.07EUR |
+4.90% |
4.03
Bid Size: 10,000 |
4.09
Ask Size: 10,000 |
Visa Inc |
230.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM0JXH |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Visa Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
230.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-31 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.95 |
| Intrinsic value: |
3.91 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.12 |
| Parity: |
3.91 |
| Time value: |
0.09 |
| Break-even: |
251.93 |
| Moneyness: |
1.18 |
| Premium: |
0.00 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.25% |
| Delta: |
0.96 |
| Theta: |
-0.09 |
| Omega: |
6.00 |
| Rho: |
0.10 |
Quote data
| Open: |
4.07 |
| High: |
4.07 |
| Low: |
4.07 |
| Previous Close: |
3.88 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.33% |
| 1 Month |
|
|
+8.53% |
| 3 Months |
|
|
-23.93% |
| YTD |
|
|
+12.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.33 |
3.51 |
| 1M High / 1M Low: |
4.88 |
3.51 |
| 6M High / 6M Low: |
5.89 |
3.35 |
| High (YTD): |
2024-03-22 |
5.89 |
| Low (YTD): |
2024-01-02 |
3.48 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.95 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.33 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.45 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
92.72% |
| Volatility 6M: |
|
71.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
