BVT Call 27 HPQ 20.09.2024
/ DE000VM3MXZ6
BVT Call 27 HPQ 20.09.2024/ DE000VM3MXZ6 /
| 10/06/2024 08:54:56 |
Chg.+0.020 |
Bid20:16:37 |
Ask20:16:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.900EUR |
+2.27% |
0.850
Bid Size: 64,000 |
0.860
Ask Size: 64,000 |
HP Inc |
27.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
VM3MXZ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
HP Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
27.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
09/10/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.90 |
| Intrinsic value: |
0.88 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.26 |
| Parity: |
0.88 |
| Time value: |
0.03 |
| Break-even: |
34.15 |
| Moneyness: |
1.35 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
1.11% |
| Delta: |
0.97 |
| Theta: |
0.00 |
| Omega: |
3.60 |
| Rho: |
0.07 |
Quote data
| Open: |
0.900 |
| High: |
0.900 |
| Low: |
0.900 |
| Previous Close: |
0.880 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.10% |
| 1 Month |
|
|
+150.00% |
| 3 Months |
|
|
+100.00% |
| YTD |
|
|
+100.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.910 |
0.800 |
| 1M High / 1M Low: |
0.990 |
0.350 |
| 6M High / 6M Low: |
0.990 |
0.230 |
| High (YTD): |
31/05/2024 |
0.990 |
| Low (YTD): |
24/04/2024 |
0.230 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.848 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.611 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.408 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
211.58% |
| Volatility 6M: |
|
141.92% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
