BVT Call 320 CAT 21.06.2024
/ DE000VM3TR01
BVT Call 320 CAT 21.06.2024/ DE000VM3TR01 /
| 18/06/2024 20:02:48 |
Chg.+0.070 |
Bid09:38:07 |
Ask09:38:07 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.570EUR |
+14.00% |
0.580
Bid Size: 5,200 |
0.790
Ask Size: 5,200 |
Caterpillar Inc |
320.00 USD |
21/06/2024 |
Call |
Master data
| WKN: |
VM3TR0 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Caterpillar Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
320.00 USD |
| Maturity: |
21/06/2024 |
| Issue date: |
11/10/2023 |
| Last trading day: |
21/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
61.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.39 |
| Intrinsic value: |
0.22 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.24 |
| Parity: |
0.22 |
| Time value: |
0.27 |
| Break-even: |
302.86 |
| Moneyness: |
1.01 |
| Premium: |
0.01 |
| Premium p.a.: |
1.93 |
| Spread abs.: |
0.02 |
| Spread %: |
4.26% |
| Delta: |
0.61 |
| Theta: |
-0.60 |
| Omega: |
37.18 |
| Rho: |
0.01 |
Quote data
| Open: |
0.440 |
| High: |
0.570 |
| Low: |
0.430 |
| Previous Close: |
0.500 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-38.04% |
| 1 Month |
|
|
-83.33% |
| 3 Months |
|
|
-85.75% |
| YTD |
|
|
-55.81% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.920 |
0.440 |
| 1M High / 1M Low: |
4.120 |
0.440 |
| 6M High / 6M Low: |
5.940 |
0.440 |
| High (YTD): |
05/04/2024 |
5.940 |
| Low (YTD): |
14/06/2024 |
0.440 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.642 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.860 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.591 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
216.81% |
| Volatility 6M: |
|
203.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
