BVT Call 80 EW 21.06.2024
/ DE000VM6FWV4
BVT Call 80 EW 21.06.2024/ DE000VM6FWV4 /
| 6/14/2024 8:44:21 AM |
Chg.-0.050 |
Bid10:00:06 PM |
Ask10:00:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.700EUR |
-6.67% |
-
Bid Size: - |
-
Ask Size: - |
Edwards Lifesciences... |
80.00 USD |
6/21/2024 |
Call |
Master data
| WKN: |
VM6FWV |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Edwards Lifesciences Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
12/6/2023 |
| Last trading day: |
6/21/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.72 |
| Intrinsic value: |
0.71 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.26 |
| Parity: |
0.71 |
| Time value: |
0.05 |
| Break-even: |
82.10 |
| Moneyness: |
1.10 |
| Premium: |
0.01 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.01 |
| Spread %: |
1.33% |
| Delta: |
0.88 |
| Theta: |
-0.10 |
| Omega: |
9.46 |
| Rho: |
0.01 |
Quote data
| Open: |
0.700 |
| High: |
0.700 |
| Low: |
0.700 |
| Previous Close: |
0.750 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.89% |
| 1 Month |
|
|
-2.78% |
| 3 Months |
|
|
-53.02% |
| YTD |
|
|
+27.27% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.790 |
0.610 |
| 1M High / 1M Low: |
1.030 |
0.610 |
| 6M High / 6M Low: |
1.560 |
0.320 |
| High (YTD): |
3/22/2024 |
1.560 |
| Low (YTD): |
1/24/2024 |
0.320 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.712 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.807 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.877 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
232.34% |
| Volatility 6M: |
|
253.21% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
