BVT Call 64 SCHW 21.06.2024
/ DE000VM3RJ86
BVT Call 64 SCHW 21.06.2024/ DE000VM3RJ86 /
2024-06-05 1:44:31 PM |
Chg.0.000 |
Bid3:41:23 PM |
Ask3:41:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.770EUR |
0.00% |
0.830 Bid Size: 32,000 |
0.850 Ask Size: 32,000 |
Charles Schwab Corpo... |
64.00 USD |
2024-06-21 |
Call |
Master data
WKN: |
VM3RJ8 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Charles Schwab Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
64.00 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: |
8.48 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.75 |
Intrinsic value: |
0.73 |
Implied volatility: |
0.48 |
Historic volatility: |
0.26 |
Parity: |
0.73 |
Time value: |
0.05 |
Break-even: |
66.61 |
Moneyness: |
1.12 |
Premium: |
0.01 |
Premium p.a.: |
0.17 |
Spread abs.: |
0.01 |
Spread %: |
1.30% |
Delta: |
0.89 |
Theta: |
-0.04 |
Omega: |
7.56 |
Rho: |
0.02 |
Quote data
Open: |
0.780 |
High: |
0.780 |
Low: |
0.770 |
Previous Close: |
0.770 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+20.31% |
1 Month |
|
|
-33.04% |
3 Months |
|
|
+10.00% |
YTD |
|
|
-18.09% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.810 |
0.640 |
1M High / 1M Low: |
1.420 |
0.640 |
6M High / 6M Low: |
1.420 |
0.360 |
High (YTD): |
2024-05-20 |
1.420 |
Low (YTD): |
2024-02-06 |
0.360 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.750 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.057 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.762 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
170.81% |
Volatility 6M: |
|
161.58% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |