BVT Call 70 SCHW 21.06.2024
/ DE000VM58F39
BVT Call 70 SCHW 21.06.2024/ DE000VM58F39 /
| 12/06/2024 08:39:16 |
Chg.-0.030 |
Bid20:49:22 |
Ask20:49:22 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
-7.69% |
0.380
Bid Size: 34,000 |
0.400
Ask Size: 34,000 |
Charles Schwab Corpo... |
70.00 USD |
21/06/2024 |
Call |
Master data
| WKN: |
VM58F3 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Charles Schwab Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 USD |
| Maturity: |
21/06/2024 |
| Issue date: |
01/12/2023 |
| Last trading day: |
21/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
18.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.34 |
| Intrinsic value: |
0.32 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.27 |
| Parity: |
0.32 |
| Time value: |
0.06 |
| Break-even: |
68.98 |
| Moneyness: |
1.05 |
| Premium: |
0.01 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.02 |
| Spread %: |
5.56% |
| Delta: |
0.79 |
| Theta: |
-0.07 |
| Omega: |
14.22 |
| Rho: |
0.01 |
Quote data
| Open: |
0.360 |
| High: |
0.360 |
| Low: |
0.360 |
| Previous Close: |
0.390 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.14% |
| 1 Month |
|
|
-41.94% |
| 3 Months |
|
|
+20.00% |
| YTD |
|
|
-40.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.440 |
0.290 |
| 1M High / 1M Low: |
0.870 |
0.177 |
| 6M High / 6M Low: |
0.870 |
0.171 |
| High (YTD): |
22/05/2024 |
0.870 |
| Low (YTD): |
07/02/2024 |
0.171 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.392 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.502 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.412 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
429.98% |
| Volatility 6M: |
|
238.71% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
