BVT Call 270 SHW 21.06.2024
/ DE000VM524K8
BVT Call 270 SHW 21.06.2024/ DE000VM524K8 /
| 2024-06-07 8:25:36 AM |
Chg.-0.37 |
Bid9:25:27 AM |
Ask9:25:27 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.24EUR |
-10.25% |
3.23
Bid Size: 3,000 |
3.44
Ask Size: 3,000 |
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: |
7.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.55 |
| Intrinsic value: |
3.52 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.18 |
| Parity: |
3.52 |
| Time value: |
0.14 |
| Break-even: |
284.90 |
| Moneyness: |
1.14 |
| Premium: |
0.01 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.02 |
| Spread %: |
0.55% |
| Delta: |
0.92 |
| Theta: |
-0.16 |
| Omega: |
7.12 |
| Rho: |
0.09 |
Quote data
| Open: |
3.24 |
| High: |
3.24 |
| Low: |
3.24 |
| Previous Close: |
3.61 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.85% |
| 1 Month |
|
|
-26.53% |
| 3 Months |
|
|
-52.98% |
| YTD |
|
|
-38.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.61 |
3.04 |
| 1M High / 1M Low: |
4.93 |
2.56 |
| 6M High / 6M Low: |
7.54 |
2.56 |
| High (YTD): |
2024-03-22 |
7.54 |
| Low (YTD): |
2024-05-30 |
2.56 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.30 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.83 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.88 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
133.68% |
| Volatility 6M: |
|
97.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
