BVT Call 440 GS 21.06.2024
/ DE000VM729H9
BVT Call 440 GS 21.06.2024/ DE000VM729H9 /
| 2024-05-31 8:06:39 PM |
Chg.+0.090 |
Bid9:59:47 PM |
Ask9:59:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.680EUR |
+5.66% |
-
Bid Size: - |
-
Ask Size: - |
Goldman Sachs Group ... |
440.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM729H |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Goldman Sachs Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
440.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-01-08 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
22.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.81 |
| Intrinsic value: |
1.52 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.19 |
| Parity: |
1.52 |
| Time value: |
0.39 |
| Break-even: |
424.69 |
| Moneyness: |
1.04 |
| Premium: |
0.01 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.03 |
| Spread %: |
1.60% |
| Delta: |
0.77 |
| Theta: |
-0.20 |
| Omega: |
17.05 |
| Rho: |
0.17 |
Quote data
| Open: |
1.560 |
| High: |
1.680 |
| Low: |
1.510 |
| Previous Close: |
1.590 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.32% |
| 1 Month |
|
|
+88.76% |
| 3 Months |
|
|
+320.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.220 |
1.590 |
| 1M High / 1M Low: |
2.960 |
0.890 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.872 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.976 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
221.03% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
