BVT Call 270 APD 21.06.2024
/ DE000VM52694
BVT Call 270 APD 21.06.2024/ DE000VM52694 /
| 2024-05-21 8:24:34 AM |
Chg.+0.100 |
Bid5:03:04 PM |
Ask5:03:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.420EUR |
+31.25% |
0.360
Bid Size: 25,000 |
0.380
Ask Size: 25,000 |
AIR PROD. CHEM. ... |
270.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
VM5269 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
AIR PROD. CHEM. DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
270.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-29 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
53.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.25 |
| Parity: |
-2.49 |
| Time value: |
0.46 |
| Break-even: |
274.60 |
| Moneyness: |
0.91 |
| Premium: |
0.12 |
| Premium p.a.: |
2.81 |
| Spread abs.: |
0.02 |
| Spread %: |
4.55% |
| Delta: |
0.26 |
| Theta: |
-0.17 |
| Omega: |
13.66 |
| Rho: |
0.05 |
Quote data
| Open: |
0.420 |
| High: |
0.420 |
| Low: |
0.420 |
| Previous Close: |
0.320 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+247.11% |
| 1 Month |
|
|
+125.81% |
| 3 Months |
|
|
+82.61% |
| YTD |
|
|
-80.37% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.320 |
0.098 |
| 1M High / 1M Low: |
0.320 |
0.093 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-02 |
2.150 |
| Low (YTD): |
2024-05-09 |
0.093 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.175 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.168 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
465.55% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
