BVT Call 245 V 21.06.2024
/ DE000VM5WH22
BVT Call 245 V 21.06.2024/ DE000VM5WH22 /
| 2024-06-14 7:42:08 PM |
Chg.-0.060 |
Bid9:59:57 PM |
Ask9:59:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.470EUR |
-2.37% |
-
Bid Size: - |
-
Ask Size: - |
Visa Inc |
245.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM5WH2 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Visa Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
245.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-23 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.45 |
| Intrinsic value: |
2.44 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.12 |
| Parity: |
2.44 |
| Time value: |
0.07 |
| Break-even: |
253.27 |
| Moneyness: |
1.11 |
| Premium: |
0.00 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.01 |
| Spread %: |
0.40% |
| Delta: |
0.93 |
| Theta: |
-0.19 |
| Omega: |
9.37 |
| Rho: |
0.04 |
Quote data
| Open: |
2.480 |
| High: |
2.480 |
| Low: |
2.350 |
| Previous Close: |
2.530 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.46% |
| 1 Month |
|
|
-28.61% |
| 3 Months |
|
|
-39.01% |
| YTD |
|
|
-1.98% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.820 |
2.460 |
| 1M High / 1M Low: |
3.460 |
2.360 |
| 6M High / 6M Low: |
4.590 |
2.360 |
| High (YTD): |
2024-03-21 |
4.590 |
| Low (YTD): |
2024-06-03 |
2.360 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.588 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.819 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.204 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
119.92% |
| Volatility 6M: |
|
96.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
