BVT Call 41 CMCSA 21.06.2024
/ DE000VM4RB59
BVT Call 41 CMCSA 21.06.2024/ DE000VM4RB59 /
| 2024-06-05 7:41:22 PM |
Chg.-0.008 |
Bid9:26:43 PM |
Ask9:26:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.018EUR |
-30.77% |
0.017
Bid Size: 250,000 |
0.027
Ask Size: 250,000 |
Comcast Corporation |
41.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM4RB5 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Comcast Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
41.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-30 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
100.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.20 |
| Parity: |
-0.13 |
| Time value: |
0.04 |
| Break-even: |
38.04 |
| Moneyness: |
0.96 |
| Premium: |
0.05 |
| Premium p.a.: |
1.81 |
| Spread abs.: |
0.01 |
| Spread %: |
38.46% |
| Delta: |
0.29 |
| Theta: |
-0.02 |
| Omega: |
28.82 |
| Rho: |
0.00 |
Quote data
| Open: |
0.030 |
| High: |
0.030 |
| Low: |
0.018 |
| Previous Close: |
0.026 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+50.00% |
| 1 Month |
|
|
-53.85% |
| 3 Months |
|
|
-94.19% |
| YTD |
|
|
-96.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.031 |
0.012 |
| 1M High / 1M Low: |
0.059 |
0.012 |
| 6M High / 6M Low: |
0.650 |
0.012 |
| High (YTD): |
2024-01-31 |
0.650 |
| Low (YTD): |
2024-05-29 |
0.012 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.023 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.032 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.285 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
525.92% |
| Volatility 6M: |
|
278.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
