BVT Call 26 HPQ 21.06.2024
/ DE000VM2YMU7
BVT Call 26 HPQ 21.06.2024/ DE000VM2YMU7 /
| 2024-06-11 8:05:17 PM |
Chg.+0.040 |
Bid9:53:29 PM |
Ask9:53:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.960EUR |
+4.35% |
-
Bid Size: - |
-
Ask Size: - |
HP Inc |
26.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM2YMU |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
HP Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
26.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-27 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.95 |
| Intrinsic value: |
0.95 |
| Implied volatility: |
1.21 |
| Historic volatility: |
0.26 |
| Parity: |
0.95 |
| Time value: |
0.01 |
| Break-even: |
33.76 |
| Moneyness: |
1.39 |
| Premium: |
0.00 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.01 |
| Spread %: |
1.05% |
| Delta: |
0.96 |
| Theta: |
-0.03 |
| Omega: |
3.36 |
| Rho: |
0.01 |
Quote data
| Open: |
0.940 |
| High: |
0.960 |
| Low: |
0.930 |
| Previous Close: |
0.920 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.87% |
| 1 Month |
|
|
+159.46% |
| 3 Months |
|
|
+104.26% |
| YTD |
|
|
+104.26% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.960 |
0.890 |
| 1M High / 1M Low: |
1.160 |
0.390 |
| 6M High / 6M Low: |
1.160 |
0.227 |
| High (YTD): |
2024-05-30 |
1.160 |
| Low (YTD): |
2024-04-18 |
0.227 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.932 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.721 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.443 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
270.31% |
| Volatility 6M: |
|
163.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
