BVT Call 65 MDT 21.06.2024
/ DE000VM5WAC7
BVT Call 65 MDT 21.06.2024/ DE000VM5WAC7 /
| 6/14/2024 8:03:04 PM |
Chg.-0.070 |
Bid8:22:50 AM |
Ask8:22:50 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.490EUR |
-4.49% |
1.530
Bid Size: 9,000 |
1.580
Ask Size: 9,000 |
Medtronic PLC |
65.00 USD |
6/21/2024 |
Call |
Master data
| WKN: |
VM5WAC |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Medtronic PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
65.00 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
11/23/2023 |
| Last trading day: |
6/21/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.50 |
| Intrinsic value: |
1.50 |
| Implied volatility: |
1.14 |
| Historic volatility: |
0.17 |
| Parity: |
1.50 |
| Time value: |
0.03 |
| Break-even: |
76.02 |
| Moneyness: |
1.25 |
| Premium: |
0.00 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.01 |
| Spread %: |
0.66% |
| Delta: |
0.94 |
| Theta: |
-0.11 |
| Omega: |
4.67 |
| Rho: |
0.01 |
Quote data
| Open: |
1.570 |
| High: |
1.570 |
| Low: |
1.490 |
| Previous Close: |
1.560 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.31% |
| 1 Month |
|
|
-23.98% |
| 3 Months |
|
|
-16.29% |
| YTD |
|
|
-15.82% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.680 |
1.490 |
| 1M High / 1M Low: |
1.960 |
1.490 |
| 6M High / 6M Low: |
2.250 |
1.390 |
| High (YTD): |
1/31/2024 |
2.250 |
| Low (YTD): |
4/18/2024 |
1.390 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.604 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.669 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.833 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
89.23% |
| Volatility 6M: |
|
68.10% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
