BVT Call 62 SCHW 21.06.2024
/ DE000VM3RJ29
BVT Call 62 SCHW 21.06.2024/ DE000VM3RJ29 /
| 2024-06-05 8:05:53 PM |
Chg.+0.210 |
Bid10:14:09 AM |
Ask10:14:09 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.160EUR |
+22.11% |
1.160
Bid Size: 8,000 |
1.210
Ask Size: 8,000 |
Charles Schwab Corpo... |
62.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM3RJ2 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Charles Schwab Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
62.00 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: |
5.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.15 |
| Intrinsic value: |
1.14 |
| Implied volatility: |
0.66 |
| Historic volatility: |
0.26 |
| Parity: |
1.14 |
| Time value: |
0.04 |
| Break-even: |
68.82 |
| Moneyness: |
1.20 |
| Premium: |
0.01 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.02 |
| Spread %: |
1.72% |
| Delta: |
0.93 |
| Theta: |
-0.05 |
| Omega: |
5.37 |
| Rho: |
0.02 |
Quote data
| Open: |
0.960 |
| High: |
1.160 |
| Low: |
0.950 |
| Previous Close: |
0.950 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.09% |
| 1 Month |
|
|
-17.14% |
| 3 Months |
|
|
+45.00% |
| YTD |
|
|
+8.41% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.160 |
0.920 |
| 1M High / 1M Low: |
1.600 |
0.820 |
| 6M High / 6M Low: |
1.600 |
0.460 |
| High (YTD): |
2024-05-21 |
1.600 |
| Low (YTD): |
2024-02-06 |
0.460 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.000 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.234 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.906 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
168.08% |
| Volatility 6M: |
|
150.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
