BVT Call 66 SCHW 21.06.2024
/ DE000VM45631
BVT Call 66 SCHW 21.06.2024/ DE000VM45631 /
| 31/05/2024 08:17:57 |
Chg.+0.160 |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.600EUR |
+36.36% |
-
Bid Size: - |
-
Ask Size: - |
Charles Schwab Corpo... |
66.00 USD |
21/06/2024 |
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: |
21/06/2024 |
| Issue date: |
07/11/2023 |
| Last trading day: |
21/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.57 |
| Intrinsic value: |
0.54 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.26 |
| Parity: |
0.54 |
| Time value: |
0.07 |
| Break-even: |
67.03 |
| Moneyness: |
1.09 |
| Premium: |
0.01 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.01 |
| Spread %: |
1.67% |
| Delta: |
0.84 |
| Theta: |
-0.04 |
| Omega: |
9.14 |
| Rho: |
0.03 |
Quote data
| Open: |
0.600 |
| High: |
0.600 |
| Low: |
0.600 |
| Previous Close: |
0.440 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.69% |
| 1 Month |
|
|
-31.03% |
| 3 Months |
|
|
+22.45% |
| YTD |
|
|
-25.93% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.640 |
0.440 |
| 1M High / 1M Low: |
1.230 |
0.440 |
| 6M High / 6M Low: |
1.230 |
0.280 |
| High (YTD): |
22/05/2024 |
1.230 |
| Low (YTD): |
07/02/2024 |
0.280 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.560 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.915 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.627 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
243.72% |
| Volatility 6M: |
|
167.20% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
