BVT Call 270 AP3 20.09.2024
/ DE000VM7N0R7
BVT Call 270 AP3 20.09.2024/ DE000VM7N0R7 /
| 2024-06-11 10:22:36 AM |
Chg.-0.030 |
Bid10:34:03 AM |
Ask10:34:03 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.070EUR |
-1.43% |
2.080
Bid Size: 5,000 |
2.170
Ask Size: 5,000 |
AIR PROD. CHEM. ... |
270.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
VM7N0R |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
AIR PROD. CHEM. DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
270.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-02 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.17 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.25 |
| Parity: |
-0.77 |
| Time value: |
2.15 |
| Break-even: |
291.50 |
| Moneyness: |
0.97 |
| Premium: |
0.11 |
| Premium p.a.: |
0.46 |
| Spread abs.: |
0.02 |
| Spread %: |
0.94% |
| Delta: |
0.51 |
| Theta: |
-0.13 |
| Omega: |
6.25 |
| Rho: |
0.31 |
Quote data
| Open: |
2.070 |
| High: |
2.070 |
| Low: |
2.070 |
| Previous Close: |
2.100 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+46.81% |
| 1 Month |
|
|
+204.41% |
| 3 Months |
|
|
+93.46% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.100 |
1.320 |
| 1M High / 1M Low: |
2.100 |
0.620 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.630 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.145 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
251.36% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
