BVT Call 600 URI 21.06.2024
/ DE000VM6VWP3
BVT Call 600 URI 21.06.2024/ DE000VM6VWP3 /
| 2024-06-14 8:04:16 PM |
Chg.-0.730 |
Bid9:59:55 PM |
Ask9:59:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.110EUR |
-25.70% |
-
Bid Size: - |
-
Ask Size: - |
United Rentals |
600.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM6VWP |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
United Rentals |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
600.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-12 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
25.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.91 |
| Intrinsic value: |
1.51 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.32 |
| Parity: |
1.51 |
| Time value: |
0.79 |
| Break-even: |
583.50 |
| Moneyness: |
1.03 |
| Premium: |
0.01 |
| Premium p.a.: |
1.28 |
| Spread abs.: |
0.03 |
| Spread %: |
1.32% |
| Delta: |
0.68 |
| Theta: |
-1.09 |
| Omega: |
17.08 |
| Rho: |
0.06 |
Quote data
| Open: |
2.900 |
| High: |
2.900 |
| Low: |
1.520 |
| Previous Close: |
2.840 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-54.91% |
| 1 Month |
|
|
-75.64% |
| 3 Months |
|
|
-78.31% |
| YTD |
|
|
-58.87% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.980 |
2.110 |
| 1M High / 1M Low: |
10.020 |
2.110 |
| 6M High / 6M Low: |
13.180 |
2.110 |
| High (YTD): |
2024-03-04 |
13.180 |
| Low (YTD): |
2024-06-14 |
2.110 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.416 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.885 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
7.755 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
272.50% |
| Volatility 6M: |
|
212.28% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
