BVT Call 70 CL 21.06.2024
/ DE000VM3TSS6
BVT Call 70 CL 21.06.2024/ DE000VM3TSS6 /
| 6/7/2024 7:50:39 PM |
Chg.-0.030 |
Bid9:59:35 PM |
Ask9:59:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.260EUR |
-1.31% |
-
Bid Size: - |
-
Ask Size: - |
Colgate Palmolive Co |
70.00 USD |
6/21/2024 |
Call |
Master data
| WKN: |
VM3TSS |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Colgate Palmolive Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
10/11/2023 |
| Last trading day: |
6/21/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.22 |
| Intrinsic value: |
2.21 |
| Implied volatility: |
0.96 |
| Historic volatility: |
0.13 |
| Parity: |
2.21 |
| Time value: |
0.04 |
| Break-even: |
87.31 |
| Moneyness: |
1.34 |
| Premium: |
0.00 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
0.45% |
| Delta: |
0.96 |
| Theta: |
-0.06 |
| Omega: |
3.70 |
| Rho: |
0.02 |
Quote data
| Open: |
2.240 |
| High: |
2.290 |
| Low: |
2.240 |
| Previous Close: |
2.290 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.88% |
| 1 Month |
|
|
-1.31% |
| 3 Months |
|
|
+27.68% |
| YTD |
|
|
+119.42% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.290 |
2.080 |
| 1M High / 1M Low: |
2.370 |
1.970 |
| 6M High / 6M Low: |
2.370 |
0.850 |
| High (YTD): |
5/10/2024 |
2.370 |
| Low (YTD): |
1/8/2024 |
1.070 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.210 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.229 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.625 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
48.41% |
| Volatility 6M: |
|
63.68% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
