BVT Call 72 EW 21.06.2024
/ DE000VM57388
BVT Call 72 EW 21.06.2024/ DE000VM57388 /
| 2024-05-31 8:03:19 PM |
Chg.-0.210 |
Bid9:57:07 PM |
Ask9:57:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.350EUR |
-13.46% |
-
Bid Size: - |
-
Ask Size: - |
Edwards Lifesciences... |
72.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM5738 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Edwards Lifesciences Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
72.00 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: |
5.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.39 |
| Intrinsic value: |
1.37 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.26 |
| Parity: |
1.37 |
| Time value: |
0.06 |
| Break-even: |
80.67 |
| Moneyness: |
1.21 |
| Premium: |
0.01 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
0.70% |
| Delta: |
0.92 |
| Theta: |
-0.05 |
| Omega: |
5.15 |
| Rho: |
0.03 |
Quote data
| Open: |
1.520 |
| High: |
1.520 |
| Low: |
1.350 |
| Previous Close: |
1.560 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.18% |
| 1 Month |
|
|
+2.27% |
| 3 Months |
|
|
-8.16% |
| YTD |
|
|
+39.18% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.560 |
1.350 |
| 1M High / 1M Low: |
1.780 |
1.290 |
| 6M High / 6M Low: |
2.320 |
0.500 |
| High (YTD): |
2024-03-28 |
2.320 |
| Low (YTD): |
2024-01-24 |
0.660 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.456 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.485 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.403 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
146.96% |
| Volatility 6M: |
|
153.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
