BVT Call 76 EW 21.06.2024
/ DE000VM57354
BVT Call 76 EW 21.06.2024/ DE000VM57354 /
| 14/06/2024 08:37:55 |
Chg.-0.03 |
Bid22:00:07 |
Ask22:00:07 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.08EUR |
-2.70% |
-
Bid Size: - |
-
Ask Size: - |
Edwards Lifesciences... |
76.00 USD |
21/06/2024 |
Call |
Master data
| WKN: |
VM5735 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Edwards Lifesciences Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
76.00 USD |
| Maturity: |
21/06/2024 |
| Issue date: |
01/12/2023 |
| Last trading day: |
21/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.06 |
| Intrinsic value: |
1.05 |
| Implied volatility: |
0.80 |
| Historic volatility: |
0.26 |
| Parity: |
1.05 |
| Time value: |
0.04 |
| Break-even: |
81.90 |
| Moneyness: |
1.15 |
| Premium: |
0.00 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.01 |
| Spread %: |
0.93% |
| Delta: |
0.92 |
| Theta: |
-0.11 |
| Omega: |
6.89 |
| Rho: |
0.01 |
Quote data
| Open: |
1.08 |
| High: |
1.08 |
| Low: |
1.08 |
| Previous Close: |
1.11 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.57% |
| 1 Month |
|
|
+1.89% |
| 3 Months |
|
|
-40.33% |
| YTD |
|
|
+45.95% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.16 |
0.98 |
| 1M High / 1M Low: |
1.38 |
0.98 |
| 6M High / 6M Low: |
1.89 |
0.47 |
| High (YTD): |
22/03/2024 |
1.89 |
| Low (YTD): |
24/01/2024 |
0.47 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.08 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.16 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.16 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
165.40% |
| Volatility 6M: |
|
210.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
