BVT Call 58 SCHW 21.06.2024
/ DE000VM3RJ52
BVT Call 58 SCHW 21.06.2024/ DE000VM3RJ52 /
| 5/31/2024 8:38:50 AM |
Chg.+0.17 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.31EUR |
+14.91% |
-
Bid Size: - |
-
Ask Size: - |
Charles Schwab Corpo... |
58.00 USD |
6/21/2024 |
Call |
Master data
| WKN: |
VM3RJ5 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Charles Schwab Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
58.00 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
10/10/2023 |
| Last trading day: |
6/21/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.29 |
| Intrinsic value: |
1.28 |
| Implied volatility: |
0.66 |
| Historic volatility: |
0.26 |
| Parity: |
1.28 |
| Time value: |
0.05 |
| Break-even: |
66.85 |
| Moneyness: |
1.24 |
| Premium: |
0.01 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
0.76% |
| Delta: |
0.93 |
| Theta: |
-0.04 |
| Omega: |
4.62 |
| Rho: |
0.03 |
Quote data
| Open: |
1.31 |
| High: |
1.31 |
| Low: |
1.31 |
| Previous Close: |
1.14 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.68% |
| 1 Month |
|
|
-17.09% |
| 3 Months |
|
|
+29.70% |
| YTD |
|
|
-2.24% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.35 |
1.14 |
| 1M High / 1M Low: |
1.96 |
1.14 |
| 6M High / 6M Low: |
1.96 |
0.69 |
| High (YTD): |
5/22/2024 |
1.96 |
| Low (YTD): |
2/7/2024 |
0.69 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.27 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.63 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.19 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
131.52% |
| Volatility 6M: |
|
104.36% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
