BVT Call 74 ON 21.06.2024
/ DE000VM58FR7
BVT Call 74 ON 21.06.2024/ DE000VM58FR7 /
2024-06-14 5:05:55 PM |
Chg.-0.127 |
Bid6:03:28 PM |
Ask6:03:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.095EUR |
-57.21% |
0.078 Bid Size: 126,000 |
0.088 Ask Size: 126,000 |
ON Semiconductor |
74.00 USD |
2024-06-21 |
Call |
Master data
WKN: |
VM58FR |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
ON Semiconductor |
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: |
27.95 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.21 |
Intrinsic value: |
0.10 |
Implied volatility: |
0.51 |
Historic volatility: |
0.41 |
Parity: |
0.10 |
Time value: |
0.15 |
Break-even: |
71.42 |
Moneyness: |
1.01 |
Premium: |
0.02 |
Premium p.a.: |
2.10 |
Spread abs.: |
0.01 |
Spread %: |
4.17% |
Delta: |
0.60 |
Theta: |
-0.14 |
Omega: |
16.66 |
Rho: |
0.01 |
Quote data
Open: |
0.192 |
High: |
0.192 |
Low: |
0.095 |
Previous Close: |
0.222 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-34.03% |
1 Month |
|
|
-67.24% |
3 Months |
|
|
-88.95% |
YTD |
|
|
-94.28% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.340 |
0.144 |
1M High / 1M Low: |
0.440 |
0.144 |
6M High / 6M Low: |
1.750 |
0.138 |
High (YTD): |
2024-01-02 |
1.490 |
Low (YTD): |
2024-04-22 |
0.138 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.228 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.251 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.733 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
529.11% |
Volatility 6M: |
|
313.12% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |