BVT Call 290 SHW 21.06.2024
/ DE000VM524P7
BVT Call 290 SHW 21.06.2024/ DE000VM524P7 /
| 6/7/2024 8:25:36 AM |
Chg.-0.33 |
Bid8:29:28 AM |
Ask8:29:28 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.54EUR |
-17.65% |
1.55
Bid Size: 2,000 |
1.81
Ask Size: 2,000 |
Sherwin Williams |
290.00 USD |
6/21/2024 |
Call |
Master data
| WKN: |
VM524P |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Sherwin Williams |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
290.00 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
11/29/2023 |
| Last trading day: |
6/21/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.73 |
| Intrinsic value: |
1.68 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.18 |
| Parity: |
1.68 |
| Time value: |
0.24 |
| Break-even: |
285.89 |
| Moneyness: |
1.06 |
| Premium: |
0.01 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.02 |
| Spread %: |
1.05% |
| Delta: |
0.82 |
| Theta: |
-0.20 |
| Omega: |
12.11 |
| Rho: |
0.09 |
Quote data
| Open: |
1.54 |
| High: |
1.54 |
| Low: |
1.54 |
| Previous Close: |
1.87 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.48% |
| 1 Month |
|
|
-43.59% |
| 3 Months |
|
|
-70.78% |
| YTD |
|
|
-60.61% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.87 |
1.42 |
| 1M High / 1M Low: |
3.19 |
1.07 |
| 6M High / 6M Low: |
5.84 |
1.07 |
| High (YTD): |
3/22/2024 |
5.84 |
| Low (YTD): |
5/30/2024 |
1.07 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.63 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.15 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.37 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
221.28% |
| Volatility 6M: |
|
140.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
