BVT Call 74 EW 21.06.2024
/ DE000VM575H6
BVT Call 74 EW 21.06.2024/ DE000VM575H6 /
| 6/3/2024 8:37:20 AM |
Chg.-0.11 |
Bid3:31:18 PM |
Ask3:31:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.22EUR |
-8.27% |
1.35
Bid Size: 6,400 |
1.38
Ask Size: 6,400 |
Edwards Lifesciences... |
74.00 USD |
6/21/2024 |
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: |
6/21/2024 |
| Issue date: |
12/1/2023 |
| Last trading day: |
6/21/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.20 |
| Intrinsic value: |
1.19 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.26 |
| Parity: |
1.19 |
| Time value: |
0.06 |
| Break-even: |
80.69 |
| Moneyness: |
1.17 |
| Premium: |
0.01 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.01 |
| Spread %: |
0.81% |
| Delta: |
0.90 |
| Theta: |
-0.06 |
| Omega: |
5.79 |
| Rho: |
0.03 |
Quote data
| Open: |
1.22 |
| High: |
1.22 |
| Low: |
1.22 |
| Previous Close: |
1.33 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.27% |
| 1 Month |
|
|
+4.27% |
| 3 Months |
|
|
-3.94% |
| YTD |
|
|
+43.53% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.34 |
1.19 |
| 1M High / 1M Low: |
1.56 |
1.08 |
| 6M High / 6M Low: |
2.06 |
0.42 |
| High (YTD): |
3/22/2024 |
2.06 |
| Low (YTD): |
1/24/2024 |
0.57 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.28 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.31 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.26 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
173.35% |
| Volatility 6M: |
|
198.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
