BVT Call 265 V 21.06.2024
/ DE000VM5WHX8
BVT Call 265 V 21.06.2024/ DE000VM5WHX8 /
| 2024-06-03 8:38:55 AM |
Chg.+0.130 |
Bid3:43:27 PM |
Ask3:43:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.950EUR |
+15.85% |
0.810
Bid Size: 30,000 |
0.820
Ask Size: 30,000 |
Visa Inc |
265.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM5WHX |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Visa Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
265.00 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: |
27.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.78 |
| Intrinsic value: |
0.69 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.12 |
| Parity: |
0.69 |
| Time value: |
0.22 |
| Break-even: |
253.28 |
| Moneyness: |
1.03 |
| Premium: |
0.01 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.01 |
| Spread %: |
1.11% |
| Delta: |
0.75 |
| Theta: |
-0.12 |
| Omega: |
20.64 |
| Rho: |
0.09 |
Quote data
| Open: |
0.950 |
| High: |
0.950 |
| Low: |
0.950 |
| Previous Close: |
0.820 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.84% |
| 1 Month |
|
|
+5.56% |
| 3 Months |
|
|
-61.54% |
| YTD |
|
|
-31.16% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.210 |
0.590 |
| 1M High / 1M Low: |
1.730 |
0.590 |
| 6M High / 6M Low: |
2.880 |
0.590 |
| High (YTD): |
2024-03-22 |
2.880 |
| Low (YTD): |
2024-05-30 |
0.590 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.902 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.262 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.722 |
| Avg. volume 6M: |
|
9.677 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
279.78% |
| Volatility 6M: |
|
167.34% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
