BVT Call 68 SCHW/ DE000VM58F54 /
| 2024-06-21 8:38:31 AM | Chg.-0.020 | Bid8:00:02 PM | Ask8:00:02 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.440EUR | -4.35% | - Bid Size: - |
- Ask Size: - |
Charles Schwab Corpo... | 68.00 USD | 2024-06-21 | Call |
Master data
| WKN: | VM58F5 |
|---|---|
| Issuer: | Bank Vontobel AG |
| Currency: | EUR |
| Underlying: | Charles Schwab Corporation |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 68.00 USD |
| Maturity: | 2024-06-21 |
| Issue date: | 2023-12-01 |
| Last trading day: | 2024-06-21 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 13.56 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.45 |
|---|---|
| Intrinsic value: | 0.45 |
| Implied volatility: | 1.45 |
| Historic volatility: | 0.27 |
| Parity: | 0.45 |
| Time value: | 0.05 |
| Break-even: | 68.27 |
| Moneyness: | 1.07 |
| Premium: | 0.01 |
| Premium p.a.: | 13.35 |
| Spread abs.: | 0.05 |
| Spread %: | 11.11% |
| Delta: | 0.83 |
| Theta: | -0.66 |
| Omega: | 11.22 |
| Rho: | 0.00 |
Quote data
| Open: | 0.440 |
|---|---|
| High: | 0.440 |
| Low: | 0.440 |
| Previous Close: | 0.460 |
| Turnover: | 0.000 |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -16.98% | ||
|---|---|---|---|
| 1 Month | -56.86% | ||
| 3 Months | -12.00% | ||
| YTD | -37.14% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.530 | 0.460 |
|---|---|---|
| 1M High / 1M Low: | 1.050 | 0.300 |
| 6M High / 6M Low: | 1.050 | 0.222 |
| High (YTD): | 2024-05-22 | 1.050 |
| Low (YTD): | 2024-02-07 | 0.222 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.484 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 0.548 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.511 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 301.40% | |
| Volatility 6M: | 183.81% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
