BVT Call 540 TMO 21.06.2024
/ DE000VU9LY56
BVT Call 540 TMO 21.06.2024/ DE000VU9LY56 /
2024-06-17 8:56:59 AM |
Chg.+0.010 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.320EUR |
+3.23% |
- 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: |
16.20 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.30 |
Intrinsic value: |
0.30 |
Implied volatility: |
0.58 |
Historic volatility: |
0.19 |
Parity: |
0.30 |
Time value: |
0.03 |
Break-even: |
537.55 |
Moneyness: |
1.06 |
Premium: |
0.01 |
Premium p.a.: |
0.68 |
Spread abs.: |
0.01 |
Spread %: |
3.13% |
Delta: |
0.84 |
Theta: |
-1.04 |
Omega: |
13.57 |
Rho: |
0.05 |
Quote data
Open: |
0.320 |
High: |
0.320 |
Low: |
0.320 |
Previous Close: |
0.310 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-20.00% |
1 Month |
|
|
-43.86% |
3 Months |
|
|
-44.83% |
YTD |
|
|
-15.79% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.410 |
0.310 |
1M High / 1M Low: |
0.570 |
0.260 |
6M High / 6M Low: |
0.700 |
0.260 |
High (YTD): |
2024-03-12 |
0.700 |
Low (YTD): |
2024-05-30 |
0.260 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.364 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.399 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.445 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
168.49% |
Volatility 6M: |
|
164.93% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |