BVT Call 280 SHW 21.06.2024
/ DE000VM524N2
BVT Call 280 SHW 21.06.2024/ DE000VM524N2 /
| 2024-06-07 8:25:36 AM |
Chg.-0.37 |
Bid12:41:08 PM |
Ask12:41:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.36EUR |
-13.55% |
2.32
Bid Size: 3,000 |
2.53
Ask Size: 3,000 |
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: |
11.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.25 |
| Intrinsic value: |
2.21 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.18 |
| Parity: |
2.21 |
| Time value: |
0.13 |
| Break-even: |
280.47 |
| Moneyness: |
1.09 |
| Premium: |
0.00 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.02 |
| Spread %: |
0.86% |
| Delta: |
0.90 |
| Theta: |
-0.14 |
| Omega: |
10.71 |
| Rho: |
0.09 |
Quote data
| Open: |
2.36 |
| High: |
2.36 |
| Low: |
2.36 |
| Previous Close: |
2.73 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.83% |
| 1 Month |
|
|
-33.52% |
| 3 Months |
|
|
-61.12% |
| YTD |
|
|
-48.36% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.73 |
2.20 |
| 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: |
|
2.43 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.97 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.10 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
169.23% |
| Volatility 6M: |
|
115.88% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
