BVT Call 240 CAT 21.06.2024
/ DE000VM4M684
BVT Call 240 CAT 21.06.2024/ DE000VM4M684 /
| 6/7/2024 7:43:34 PM |
Chg.+0.270 |
Bid9:59:56 PM |
Ask9:59:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.450EUR |
+3.30% |
-
Bid Size: - |
-
Ask Size: - |
Caterpillar Inc |
240.00 USD |
6/21/2024 |
Call |
Master data
| WKN: |
VM4M68 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Caterpillar Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
10/27/2023 |
| Last trading day: |
6/21/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.26 |
| Intrinsic value: |
8.23 |
| Implied volatility: |
1.00 |
| Historic volatility: |
0.24 |
| Parity: |
8.23 |
| Time value: |
0.13 |
| Break-even: |
305.79 |
| Moneyness: |
1.37 |
| Premium: |
0.00 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.09 |
| Spread %: |
1.09% |
| Delta: |
0.96 |
| Theta: |
-0.21 |
| Omega: |
3.50 |
| Rho: |
0.07 |
Quote data
| Open: |
8.150 |
| High: |
8.590 |
| Low: |
8.100 |
| Previous Close: |
8.180 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.94% |
| 1 Month |
|
|
-14.56% |
| 3 Months |
|
|
-9.82% |
| YTD |
|
|
+42.02% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.450 |
8.040 |
| 1M High / 1M Low: |
11.460 |
8.040 |
| 6M High / 6M Low: |
13.050 |
3.200 |
| High (YTD): |
4/5/2024 |
13.050 |
| Low (YTD): |
1/17/2024 |
4.380 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.230 |
| Avg. volume 1W: |
|
1,300 |
| Avg. price 1M: |
|
9.942 |
| Avg. volume 1M: |
|
282.609 |
| Avg. price 6M: |
|
8.579 |
| Avg. volume 6M: |
|
52 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
66.81% |
| Volatility 6M: |
|
107.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
