BVT Call 45 SHL 21.06.2024
/ DE000VM1PBA2
BVT Call 45 SHL 21.06.2024/ DE000VM1PBA2 /
| 2024-06-20 5:03:10 PM |
Chg.+0.090 |
Bid6:59:29 PM |
Ask6:59:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.850EUR |
+11.84% |
0.850
Bid Size: 15,000 |
0.890
Ask Size: 15,000 |
SIEMENS HEALTH.AG NA... |
45.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
VM1PBA |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
SIEMENS HEALTH.AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-28 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.74 |
| Intrinsic value: |
0.74 |
| Implied volatility: |
3.24 |
| Historic volatility: |
0.20 |
| Parity: |
0.74 |
| Time value: |
0.08 |
| Break-even: |
53.20 |
| Moneyness: |
1.16 |
| Premium: |
0.02 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.05 |
| Spread %: |
6.49% |
| Delta: |
0.84 |
| Theta: |
-1.10 |
| Omega: |
5.34 |
| Rho: |
0.00 |
Quote data
| Open: |
0.790 |
| High: |
0.850 |
| Low: |
0.790 |
| Previous Close: |
0.760 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.57% |
| 1 Month |
|
|
+1.19% |
| 3 Months |
|
|
-20.56% |
| YTD |
|
|
-8.60% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.940 |
0.760 |
| 1M High / 1M Low: |
1.050 |
0.760 |
| 6M High / 6M Low: |
1.330 |
0.650 |
| High (YTD): |
2024-03-08 |
1.330 |
| Low (YTD): |
2024-04-18 |
0.650 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.832 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.919 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.959 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
86.09% |
| Volatility 6M: |
|
96.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
