BVT Call 330 HD 21.06.2024
/ DE000VM3TL72
BVT Call 330 HD 21.06.2024/ DE000VM3TL72 /
| 03/06/2024 13:38:10 |
Chg.+0.370 |
Bid19:28:55 |
Ask19:28:55 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.940EUR |
+64.91% |
0.500
Bid Size: 29,000 |
0.510
Ask Size: 29,000 |
Home Depot Inc |
330.00 USD |
21/06/2024 |
Call |
Master data
| WKN: |
VM3TL7 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Home Depot Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
330.00 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: |
34.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.76 |
| Intrinsic value: |
0.45 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.17 |
| Parity: |
0.45 |
| Time value: |
0.44 |
| Break-even: |
312.97 |
| Moneyness: |
1.01 |
| Premium: |
0.01 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.01 |
| Spread %: |
1.14% |
| Delta: |
0.64 |
| Theta: |
-0.18 |
| Omega: |
22.18 |
| Rho: |
0.09 |
Quote data
| Open: |
0.970 |
| High: |
0.970 |
| Low: |
0.940 |
| Previous Close: |
0.570 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+161.11% |
| 1 Month |
|
|
-40.13% |
| 3 Months |
|
|
-82.30% |
| YTD |
|
|
-70.53% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.570 |
0.280 |
| 1M High / 1M Low: |
2.180 |
0.280 |
| 6M High / 6M Low: |
6.470 |
0.280 |
| High (YTD): |
22/03/2024 |
6.470 |
| Low (YTD): |
28/05/2024 |
0.280 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.384 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.223 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.167 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
515.42% |
| Volatility 6M: |
|
241.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
