BVT Call 46 SHL 21.06.2024
/ DE000VM09J35
BVT Call 46 SHL 21.06.2024/ DE000VM09J35 /
| 2024-06-14 8:04:37 PM |
Chg.-0.050 |
Bid9:59:18 PM |
Ask9:59:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.790EUR |
-5.95% |
-
Bid Size: - |
-
Ask Size: - |
SIEMENS HEALTH.AG NA... |
46.00 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
VM09J3 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
SIEMENS HEALTH.AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
46.00 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-17 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.77 |
| Intrinsic value: |
0.76 |
| Implied volatility: |
1.20 |
| Historic volatility: |
0.20 |
| Parity: |
0.76 |
| Time value: |
0.07 |
| Break-even: |
54.30 |
| Moneyness: |
1.17 |
| Premium: |
0.01 |
| Premium p.a.: |
1.10 |
| Spread abs.: |
0.05 |
| Spread %: |
6.41% |
| Delta: |
0.86 |
| Theta: |
-0.16 |
| Omega: |
5.56 |
| Rho: |
0.01 |
Quote data
| Open: |
0.830 |
| High: |
0.830 |
| Low: |
0.790 |
| Previous Close: |
0.840 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.84% |
| 1 Month |
|
|
-10.23% |
| 3 Months |
|
|
-25.47% |
| YTD |
|
|
-7.06% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.940 |
0.790 |
| 1M High / 1M Low: |
0.950 |
0.730 |
| 6M High / 6M Low: |
1.230 |
0.570 |
| High (YTD): |
2024-03-08 |
1.230 |
| Low (YTD): |
2024-04-18 |
0.570 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.880 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.839 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.871 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
102.15% |
| Volatility 6M: |
|
105.02% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
