BVT Call 280 SHW 21.06.2024
/ DE000VM524N2
BVT Call 280 SHW 21.06.2024/ DE000VM524N2 /
| 2024-06-06 8:24:56 AM |
Chg.+0.14 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.73EUR |
+5.41% |
-
Bid Size: - |
-
Ask Size: - |
Sherwin Williams |
280.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM524N |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Sherwin Williams |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
280.00 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: |
10.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.64 |
| Intrinsic value: |
2.60 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.18 |
| Parity: |
2.60 |
| Time value: |
0.18 |
| Break-even: |
285.30 |
| Moneyness: |
1.10 |
| Premium: |
0.01 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.02 |
| Spread %: |
0.72% |
| Delta: |
0.88 |
| Theta: |
-0.18 |
| Omega: |
8.99 |
| Rho: |
0.09 |
Quote data
| Open: |
2.73 |
| High: |
2.73 |
| Low: |
2.73 |
| Previous Close: |
2.59 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+55.11% |
| 1 Month |
|
|
-16.51% |
| 3 Months |
|
|
-52.27% |
| YTD |
|
|
-40.26% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.59 |
1.76 |
| 1M High / 1M Low: |
4.05 |
1.76 |
| 6M High / 6M Low: |
6.68 |
1.76 |
| High (YTD): |
2024-03-22 |
6.68 |
| Low (YTD): |
2024-05-30 |
1.76 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.24 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.99 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.10 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
170.90% |
| Volatility 6M: |
|
116.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
