BVT Call 76 CL 21.06.2024
/ DE000VM3TSL1
BVT Call 76 CL 21.06.2024/ DE000VM3TSL1 /
| 2024-06-07 7:43:44 PM |
Chg.-0.020 |
Bid9:59:15 PM |
Ask9:59:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.710EUR |
-1.16% |
-
Bid Size: - |
-
Ask Size: - |
Colgate Palmolive Co |
76.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM3TSL |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Colgate Palmolive Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
76.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-11 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.67 |
| Intrinsic value: |
1.66 |
| Implied volatility: |
0.76 |
| Historic volatility: |
0.13 |
| Parity: |
1.66 |
| Time value: |
0.04 |
| Break-even: |
87.36 |
| Moneyness: |
1.24 |
| Premium: |
0.01 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
0.59% |
| Delta: |
0.94 |
| Theta: |
-0.06 |
| Omega: |
4.80 |
| Rho: |
0.02 |
Quote data
| Open: |
1.690 |
| High: |
1.750 |
| Low: |
1.690 |
| Previous Close: |
1.730 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.33% |
| 1 Month |
|
|
-1.16% |
| 3 Months |
|
|
+35.71% |
| YTD |
|
|
+189.83% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.730 |
1.540 |
| 1M High / 1M Low: |
1.820 |
1.430 |
| 6M High / 6M Low: |
1.820 |
0.450 |
| High (YTD): |
2024-05-10 |
1.820 |
| Low (YTD): |
2024-01-08 |
0.630 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.662 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.682 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.116 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
64.33% |
| Volatility 6M: |
|
86.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
