BVT Call 360 GS 20.09.2024
/ DE000VM3MZS6
BVT Call 360 GS 20.09.2024/ DE000VM3MZS6 /
| 2024-06-21 8:53:50 AM |
Chg.+0.06 |
Bid9:59:49 PM |
Ask9:59:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.65EUR |
+0.63% |
-
Bid Size: - |
-
Ask Size: - |
Goldman Sachs Group ... |
360.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM3MZS |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Goldman Sachs Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
360.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-09 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.74 |
| Intrinsic value: |
8.43 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.19 |
| Parity: |
8.43 |
| Time value: |
0.55 |
| Break-even: |
426.49 |
| Moneyness: |
1.25 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.03 |
| Spread %: |
0.34% |
| Delta: |
0.93 |
| Theta: |
-0.08 |
| Omega: |
4.35 |
| Rho: |
0.74 |
Quote data
| Open: |
9.65 |
| High: |
9.65 |
| Low: |
9.65 |
| Previous Close: |
9.59 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.00% |
| 1 Month |
|
|
-2.72% |
| 3 Months |
|
|
+52.21% |
| YTD |
|
|
+104.02% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.65 |
8.53 |
| 1M High / 1M Low: |
9.92 |
8.53 |
| 6M High / 6M Low: |
10.66 |
3.83 |
| High (YTD): |
2024-05-20 |
10.66 |
| Low (YTD): |
2024-01-26 |
3.83 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.26 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
9.32 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.14 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
64.60% |
| Volatility 6M: |
|
104.28% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
