BVT Call 360 HD 20.09.2024
/ DE000VM7N867
BVT Call 360 HD 20.09.2024/ DE000VM7N867 /
| 2024-06-21 4:55:23 PM |
Chg.+0.080 |
Bid5:02:54 PM |
Ask5:02:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.310EUR |
+6.50% |
1.320
Bid Size: 36,000 |
1.330
Ask Size: 36,000 |
Home Depot Inc |
360.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM7N86 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Home Depot Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
360.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-02 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
25.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.17 |
| Parity: |
-0.61 |
| Time value: |
1.27 |
| Break-even: |
348.96 |
| Moneyness: |
0.98 |
| Premium: |
0.06 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.01 |
| Spread %: |
0.79% |
| Delta: |
0.49 |
| Theta: |
-0.09 |
| Omega: |
12.65 |
| Rho: |
0.37 |
Quote data
| Open: |
1.210 |
| High: |
1.310 |
| Low: |
1.210 |
| Previous Close: |
1.230 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+39.36% |
| 1 Month |
|
|
+133.93% |
| 3 Months |
|
|
-71.95% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.350 |
0.940 |
| 1M High / 1M Low: |
1.350 |
0.350 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.176 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.659 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
285.29% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
