BVT Call 52 SCHW 21.06.2024
/ DE000VM3RJ11
BVT Call 52 SCHW 21.06.2024/ DE000VM3RJ11 /
| 2024-06-05 8:39:07 AM |
Chg.0.00 |
Bid1:02:04 PM |
Ask1:02:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.88EUR |
0.00% |
1.86
Bid Size: 8,000 |
1.91
Ask Size: 8,000 |
Charles Schwab Corpo... |
52.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM3RJ1 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Charles Schwab Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
52.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-10 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.84 |
| Intrinsic value: |
1.84 |
| Implied volatility: |
0.97 |
| Historic volatility: |
0.26 |
| Parity: |
1.84 |
| Time value: |
0.03 |
| Break-even: |
66.49 |
| Moneyness: |
1.38 |
| Premium: |
0.00 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
0.54% |
| Delta: |
0.96 |
| Theta: |
-0.04 |
| Omega: |
3.39 |
| Rho: |
0.02 |
Quote data
| Open: |
1.88 |
| High: |
1.88 |
| Low: |
1.88 |
| Previous Close: |
1.88 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.05% |
| 1 Month |
|
|
-16.07% |
| 3 Months |
|
|
+21.29% |
| YTD |
|
|
+4.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.99 |
1.69 |
| 1M High / 1M Low: |
2.50 |
1.69 |
| 6M High / 6M Low: |
2.50 |
1.11 |
| High (YTD): |
2024-05-22 |
2.50 |
| Low (YTD): |
2024-02-07 |
1.11 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.83 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.16 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.68 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
99.95% |
| Volatility 6M: |
|
79.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
