BVT Call 50 SCHW 21.06.2024
/ DE000VM4KGU4
BVT Call 50 SCHW 21.06.2024/ DE000VM4KGU4 /
| 2024-06-05 10:21:56 AM |
Chg.+0.010 |
Bid12:06:36 PM |
Ask12:06:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.050EUR |
+0.49% |
2.060
Bid Size: 8,000 |
2.110
Ask Size: 8,000 |
Charles Schwab Corpo... |
50.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM4KGU |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Charles Schwab Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-25 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.03 |
| Intrinsic value: |
2.02 |
| Implied volatility: |
1.03 |
| Historic volatility: |
0.26 |
| Parity: |
2.02 |
| Time value: |
0.03 |
| Break-even: |
66.45 |
| Moneyness: |
1.44 |
| Premium: |
0.00 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
0.49% |
| Delta: |
0.96 |
| Theta: |
-0.04 |
| Omega: |
3.11 |
| Rho: |
0.02 |
Quote data
| Open: |
2.050 |
| High: |
2.050 |
| Low: |
2.050 |
| Previous Close: |
2.040 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.33% |
| 1 Month |
|
|
-15.64% |
| 3 Months |
|
|
+15.17% |
| YTD |
|
|
+4.06% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.070 |
1.910 |
| 1M High / 1M Low: |
2.710 |
1.910 |
| 6M High / 6M Low: |
2.710 |
1.270 |
| High (YTD): |
2024-05-20 |
2.710 |
| Low (YTD): |
2024-02-06 |
1.270 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.020 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.334 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.860 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
80.63% |
| Volatility 6M: |
|
78.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
