BVT Call 78 ON 21.06.2024
/ DE000VM58FU1
BVT Call 78 ON 21.06.2024/ DE000VM58FU1 /
| 6/7/2024 7:43:33 PM |
Chg.-0.035 |
Bid8:46:25 PM |
Ask8:46:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.060EUR |
-36.84% |
0.057
Bid Size: 156,000 |
0.067
Ask Size: 156,000 |
ON Semiconductor |
78.00 USD |
6/21/2024 |
Call |
Master data
| WKN: |
VM58FU |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ON Semiconductor |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
78.00 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: |
73.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.40 |
| Parity: |
-0.51 |
| Time value: |
0.09 |
| Break-even: |
72.52 |
| Moneyness: |
0.93 |
| Premium: |
0.09 |
| Premium p.a.: |
8.52 |
| Spread abs.: |
0.01 |
| Spread %: |
12.35% |
| Delta: |
0.25 |
| Theta: |
-0.08 |
| Omega: |
17.98 |
| Rho: |
0.01 |
Quote data
| Open: |
0.080 |
| High: |
0.080 |
| Low: |
0.060 |
| Previous Close: |
0.095 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-32.58% |
| 1 Month |
|
|
-67.03% |
| 3 Months |
|
|
-95.08% |
| YTD |
|
|
-95.80% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.119 |
0.068 |
| 1M High / 1M Low: |
0.270 |
0.068 |
| 6M High / 6M Low: |
1.510 |
0.068 |
| High (YTD): |
1/2/2024 |
1.260 |
| Low (YTD): |
6/4/2024 |
0.068 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.096 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.139 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.611 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
708.60% |
| Volatility 6M: |
|
374.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
