BVT Call 390 LOR 21.06.2024
/ DE000VM15YQ0
BVT Call 390 LOR 21.06.2024/ DE000VM15YQ0 /
| 2024-06-14 8:31:05 AM |
Chg.-0.34 |
Bid10:00:03 PM |
Ask10:00:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.30EUR |
-5.12% |
-
Bid Size: - |
-
Ask Size: - |
L OREAL INH. E... |
390.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
VM15YQ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
L OREAL INH. EO 0,2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
390.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-08 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.07 |
| Intrinsic value: |
5.05 |
| Implied volatility: |
1.00 |
| Historic volatility: |
0.19 |
| Parity: |
5.05 |
| Time value: |
0.51 |
| Break-even: |
445.50 |
| Moneyness: |
1.13 |
| Premium: |
0.01 |
| Premium p.a.: |
1.00 |
| Spread abs.: |
0.36 |
| Spread %: |
6.94% |
| Delta: |
0.85 |
| Theta: |
-1.15 |
| Omega: |
6.71 |
| Rho: |
0.05 |
Quote data
| Open: |
6.30 |
| High: |
6.30 |
| Low: |
6.30 |
| Previous Close: |
6.64 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.67% |
| 1 Month |
|
|
-9.48% |
| 3 Months |
|
|
-6.67% |
| YTD |
|
|
-14.75% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.66 |
6.30 |
| 1M High / 1M Low: |
6.96 |
4.99 |
| 6M High / 6M Low: |
7.82 |
2.77 |
| High (YTD): |
2024-02-06 |
7.82 |
| Low (YTD): |
2024-04-16 |
2.77 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.51 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.33 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.83 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
127.40% |
| Volatility 6M: |
|
163.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
