BVT Call 30 HPQ 20.09.2024
/ DE000VM3MXS1
BVT Call 30 HPQ 20.09.2024/ DE000VM3MXS1 /
| 6/10/2024 8:54:56 AM |
Chg.+0.020 |
Bid4:44:27 PM |
Ask4:44:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.640EUR |
+3.23% |
0.600
Bid Size: 67,000 |
0.610
Ask Size: 67,000 |
HP Inc |
30.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
VM3MXS |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
HP Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
30.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
10/9/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.64 |
| Intrinsic value: |
0.60 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.26 |
| Parity: |
0.60 |
| Time value: |
0.06 |
| Break-even: |
34.43 |
| Moneyness: |
1.22 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
1.54% |
| Delta: |
0.89 |
| Theta: |
-0.01 |
| Omega: |
4.58 |
| Rho: |
0.07 |
Quote data
| Open: |
0.640 |
| High: |
0.640 |
| Low: |
0.640 |
| Previous Close: |
0.620 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.03% |
| 1 Month |
|
|
+245.95% |
| 3 Months |
|
|
+128.57% |
| YTD |
|
|
+128.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.660 |
0.550 |
| 1M High / 1M Low: |
0.740 |
0.180 |
| 6M High / 6M Low: |
0.740 |
0.105 |
| High (YTD): |
5/31/2024 |
0.740 |
| Low (YTD): |
4/24/2024 |
0.105 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.592 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.393 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.238 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
303.95% |
| Volatility 6M: |
|
201.16% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
