BVT Call 68 CL 21.06.2024
/ DE000VM3XS12
BVT Call 68 CL 21.06.2024/ DE000VM3XS12 /
| 6/7/2024 8:03:39 PM |
Chg.-0.010 |
Bid9:58:25 PM |
Ask9:58:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.450EUR |
-0.41% |
-
Bid Size: - |
-
Ask Size: - |
Colgate Palmolive Co |
68.00 USD |
6/21/2024 |
Call |
Master data
| WKN: |
VM3XS1 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Colgate Palmolive Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
68.00 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
10/13/2023 |
| Last trading day: |
6/21/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.41 |
| Intrinsic value: |
2.40 |
| Implied volatility: |
1.07 |
| Historic volatility: |
0.13 |
| Parity: |
2.40 |
| Time value: |
0.04 |
| Break-even: |
87.35 |
| Moneyness: |
1.38 |
| Premium: |
0.00 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
0.41% |
| Delta: |
0.96 |
| Theta: |
-0.07 |
| Omega: |
3.40 |
| Rho: |
0.02 |
Quote data
| Open: |
2.430 |
| High: |
2.460 |
| Low: |
2.430 |
| Previous Close: |
2.460 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.86% |
| 1 Month |
|
|
-1.21% |
| 3 Months |
|
|
+25.64% |
| YTD |
|
|
+105.88% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.460 |
2.270 |
| 1M High / 1M Low: |
2.560 |
2.160 |
| 6M High / 6M Low: |
2.560 |
1.000 |
| High (YTD): |
5/10/2024 |
2.560 |
| Low (YTD): |
1/8/2024 |
1.240 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.396 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.414 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.801 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
41.46% |
| Volatility 6M: |
|
57.90% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
