BVT Call 540 TMO 21.06.2024
/ DE000VU9LY56
BVT Call 540 TMO 21.06.2024/ DE000VU9LY56 /
| 2024-06-14 7:42:09 PM |
Chg.0.000 |
Bid9:57:03 PM |
Ask9:57:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.290EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
Thermo Fisher Scient... |
540.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VU9LY5 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Thermo Fisher Scientific Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
540.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-07 |
| Last trading day: |
2024-06-21 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
16.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.30 |
| Intrinsic value: |
0.30 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.19 |
| Parity: |
0.30 |
| Time value: |
0.03 |
| Break-even: |
537.45 |
| Moneyness: |
1.06 |
| Premium: |
0.01 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.01 |
| Spread %: |
3.13% |
| Delta: |
0.84 |
| Theta: |
-0.69 |
| Omega: |
13.62 |
| Rho: |
0.07 |
Quote data
| Open: |
0.300 |
| High: |
0.300 |
| Low: |
0.290 |
| Previous Close: |
0.290 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-32.56% |
| 1 Month |
|
|
-51.67% |
| 3 Months |
|
|
-48.21% |
| YTD |
|
|
-21.62% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.370 |
0.290 |
| 1M High / 1M Low: |
0.600 |
0.260 |
| 6M High / 6M Low: |
0.690 |
0.260 |
| High (YTD): |
2024-03-08 |
0.690 |
| Low (YTD): |
2024-05-31 |
0.260 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.338 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.400 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.443 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
162.32% |
| Volatility 6M: |
|
159.28% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
