BVT Call 68 SCHW 20.09.2024
/ DE000VM728A6
BVT Call 68 SCHW 20.09.2024/ DE000VM728A6 /
| 2024-06-14 8:47:40 AM |
Chg.-0.010 |
Bid5:29:41 PM |
Ask5:29:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.750EUR |
-1.32% |
0.730
Bid Size: 39,000 |
0.750
Ask Size: 39,000 |
Charles Schwab Corpo... |
68.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM728A |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Charles Schwab Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
68.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-08 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.71 |
| Intrinsic value: |
0.50 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.27 |
| Parity: |
0.50 |
| Time value: |
0.27 |
| Break-even: |
71.03 |
| Moneyness: |
1.08 |
| Premium: |
0.04 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.02 |
| Spread %: |
2.67% |
| Delta: |
0.73 |
| Theta: |
-0.02 |
| Omega: |
6.45 |
| Rho: |
0.11 |
Quote data
| Open: |
0.750 |
| High: |
0.750 |
| Low: |
0.750 |
| Previous Close: |
0.760 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.54% |
| 1 Month |
|
|
-15.73% |
| 3 Months |
|
|
+29.31% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.820 |
0.750 |
| 1M High / 1M Low: |
1.200 |
0.540 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.780 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.850 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
196.88% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
