BVT Call 270 AP3 21.06.2024
/ DE000VM52694
BVT Call 270 AP3 21.06.2024/ DE000VM52694 /
03/06/2024 08:24:06 |
Chg.+0.150 |
Bid15:13:00 |
Ask15:13:00 |
Underlying |
Strike price |
Expiration date |
Option type |
0.340EUR |
+78.95% |
0.300 Bid Size: 10,000 |
0.370 Ask Size: 10,000 |
AIR PROD. CHEM. ... |
270.00 - |
21/06/2024 |
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: |
21/06/2024 |
Issue date: |
29/11/2023 |
Last trading day: |
21/06/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
72.28 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.51 |
Historic volatility: |
0.25 |
Parity: |
-2.43 |
Time value: |
0.34 |
Break-even: |
273.40 |
Moneyness: |
0.91 |
Premium: |
0.11 |
Premium p.a.: |
7.69 |
Spread abs.: |
0.02 |
Spread %: |
6.25% |
Delta: |
0.22 |
Theta: |
-0.24 |
Omega: |
16.18 |
Rho: |
0.03 |
Quote data
Open: |
0.340 |
High: |
0.340 |
Low: |
0.340 |
Previous Close: |
0.190 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+21.43% |
1 Month |
|
|
+161.54% |
3 Months |
|
|
+13.33% |
YTD |
|
|
-84.11% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.330 |
0.156 |
1M High / 1M Low: |
0.420 |
0.093 |
6M High / 6M Low: |
2.150 |
0.093 |
High (YTD): |
02/01/2024 |
2.150 |
Low (YTD): |
09/05/2024 |
0.093 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.245 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.210 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.740 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
456.73% |
Volatility 6M: |
|
322.67% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |