BVT Call 74 EW 21.06.2024
/ DE000VM575H6
BVT Call 74 EW 21.06.2024/ DE000VM575H6 /
| 2024-06-07 4:51:19 PM |
Chg.+0.010 |
Bid5:06:08 PM |
Ask5:06:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.300EUR |
+0.78% |
1.290
Bid Size: 65,000 |
1.300
Ask Size: 65,000 |
Edwards Lifesciences... |
74.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM575H |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Edwards Lifesciences Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
74.00 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: |
6.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.27 |
| Intrinsic value: |
1.26 |
| Implied volatility: |
0.67 |
| Historic volatility: |
0.25 |
| Parity: |
1.26 |
| Time value: |
0.05 |
| Break-even: |
81.04 |
| Moneyness: |
1.18 |
| Premium: |
0.01 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.01 |
| Spread %: |
0.77% |
| Delta: |
0.91 |
| Theta: |
-0.07 |
| Omega: |
5.61 |
| Rho: |
0.02 |
Quote data
| Open: |
1.300 |
| High: |
1.300 |
| Low: |
1.300 |
| Previous Close: |
1.290 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.17% |
| 1 Month |
|
|
+12.07% |
| 3 Months |
|
|
-32.29% |
| YTD |
|
|
+52.94% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.300 |
1.180 |
| 1M High / 1M Low: |
1.600 |
1.110 |
| 6M High / 6M Low: |
2.160 |
0.420 |
| High (YTD): |
2024-03-28 |
2.160 |
| Low (YTD): |
2024-01-25 |
0.560 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.262 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.324 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.281 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
167.81% |
| Volatility 6M: |
|
169.20% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
