BVT Call 80 RTX 21.06.2024
/ DE000VM58F96
BVT Call 80 RTX 21.06.2024/ DE000VM58F96 /
| 2024-06-17 8:38:19 AM |
Chg.-0.07 |
Bid5:59:23 PM |
Ask5:59:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.29EUR |
-2.97% |
2.27
Bid Size: 23,000 |
2.28
Ask Size: 23,000 |
RTX Corporation |
80.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM58F9 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
RTX Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 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: |
4.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.27 |
| Intrinsic value: |
2.26 |
| Implied volatility: |
1.59 |
| Historic volatility: |
0.20 |
| Parity: |
2.26 |
| Time value: |
0.04 |
| Break-even: |
97.75 |
| Moneyness: |
1.30 |
| Premium: |
0.00 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.01 |
| Spread %: |
0.44% |
| Delta: |
0.95 |
| Theta: |
-0.20 |
| Omega: |
4.04 |
| Rho: |
0.01 |
Quote data
| Open: |
2.29 |
| High: |
2.29 |
| Low: |
2.29 |
| Previous Close: |
2.36 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.12% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
+86.18% |
| YTD |
|
|
+175.90% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.73 |
2.36 |
| 1M High / 1M Low: |
2.73 |
2.28 |
| 6M High / 6M Low: |
2.73 |
0.63 |
| High (YTD): |
2024-06-10 |
2.73 |
| Low (YTD): |
2024-01-17 |
0.84 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.54 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.48 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.59 |
| Avg. volume 6M: |
|
12.90 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
62.73% |
| Volatility 6M: |
|
89.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
