BVT Call 39 NWT 21.06.2024
/ DE000VM3L8L9
BVT Call 39 NWT 21.06.2024/ DE000VM3L8L9 /
| 17/06/2024 08:55:13 |
Chg.+0.02 |
Bid09:10:13 |
Ask09:10:13 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.73EUR |
+1.17% |
1.73
Bid Size: 15,000 |
1.77
Ask Size: 15,000 |
WELLS FARGO + CO.DL ... |
39.00 - |
21/06/2024 |
Call |
Master data
| WKN: |
VM3L8L |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
WELLS FARGO + CO.DL 1,666 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
39.00 - |
| Maturity: |
21/06/2024 |
| Issue date: |
09/10/2023 |
| Last trading day: |
21/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.46 |
| Intrinsic value: |
1.46 |
| Implied volatility: |
4.23 |
| Historic volatility: |
0.20 |
| Parity: |
1.46 |
| Time value: |
0.28 |
| Break-even: |
56.40 |
| Moneyness: |
1.38 |
| Premium: |
0.05 |
| Premium p.a.: |
97.76 |
| Spread abs.: |
0.01 |
| Spread %: |
0.58% |
| Delta: |
0.83 |
| Theta: |
-0.76 |
| Omega: |
2.55 |
| Rho: |
0.00 |
Quote data
| Open: |
1.73 |
| High: |
1.73 |
| Low: |
1.73 |
| Previous Close: |
1.71 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.42% |
| 1 Month |
|
|
-16.02% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
+64.76% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.81 |
1.71 |
| 1M High / 1M Low: |
2.08 |
1.71 |
| 6M High / 6M Low: |
2.19 |
0.78 |
| High (YTD): |
16/05/2024 |
2.19 |
| Low (YTD): |
18/01/2024 |
0.78 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.74 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.89 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.53 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
47.73% |
| Volatility 6M: |
|
73.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
