BVT Call 66 SCHW 21.06.2024
/ DE000VM45631
BVT Call 66 SCHW 21.06.2024/ DE000VM45631 /
| 2024-05-16 8:17:44 AM |
Chg.+0.14 |
Bid8:46:48 PM |
Ask8:46:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.21EUR |
+13.08% |
1.18
Bid Size: 29,000 |
1.20
Ask Size: 29,000 |
Charles Schwab Corpo... |
66.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM4563 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Charles Schwab Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
66.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-07 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.19 |
| Intrinsic value: |
1.16 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.26 |
| Parity: |
1.16 |
| Time value: |
0.08 |
| Break-even: |
73.02 |
| Moneyness: |
1.19 |
| Premium: |
0.01 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
1.64% |
| Delta: |
0.90 |
| Theta: |
-0.03 |
| Omega: |
5.26 |
| Rho: |
0.05 |
Quote data
| Open: |
1.21 |
| High: |
1.21 |
| Low: |
1.21 |
| Previous Close: |
1.07 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.00% |
| 1 Month |
|
|
+83.33% |
| 3 Months |
|
|
+195.12% |
| YTD |
|
|
+49.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.07 |
0.87 |
| 1M High / 1M Low: |
1.07 |
0.66 |
| 6M High / 6M Low: |
1.07 |
0.20 |
| High (YTD): |
2024-05-15 |
1.07 |
| Low (YTD): |
2024-02-07 |
0.28 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.98 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.90 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.57 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
143.19% |
| Volatility 6M: |
|
174.61% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
