BVT Call 270 SHW 21.06.2024
/ DE000VM524K8
BVT Call 270 SHW 21.06.2024/ DE000VM524K8 /
| 2024-06-05 8:03:30 PM |
Chg.0.000 |
Bid8:29:23 PM |
Ask8:29:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.400EUR |
0.00% |
3.510
Bid Size: 12,000 |
3.530
Ask Size: 12,000 |
Sherwin Williams |
270.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM524K |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Sherwin Williams |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
270.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-29 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.33 |
| Intrinsic value: |
3.29 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.18 |
| Parity: |
3.29 |
| Time value: |
0.16 |
| Break-even: |
282.62 |
| Moneyness: |
1.13 |
| Premium: |
0.01 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.02 |
| Spread %: |
0.58% |
| Delta: |
0.91 |
| Theta: |
-0.16 |
| Omega: |
7.42 |
| Rho: |
0.10 |
Quote data
| Open: |
3.440 |
| High: |
3.480 |
| Low: |
3.230 |
| Previous Close: |
3.400 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.30% |
| 1 Month |
|
|
-17.68% |
| 3 Months |
|
|
-49.25% |
| YTD |
|
|
-35.36% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.400 |
2.780 |
| 1M High / 1M Low: |
4.800 |
2.780 |
| 6M High / 6M Low: |
7.570 |
2.780 |
| High (YTD): |
2024-03-28 |
7.570 |
| Low (YTD): |
2024-05-29 |
2.780 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.050 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.844 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.865 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
122.03% |
| Volatility 6M: |
|
101.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
