BVT Call 82 EW 21.06.2024
/ DE000VM6FWW2
BVT Call 82 EW 21.06.2024/ DE000VM6FWW2 /
| 6/17/2024 8:44:25 AM |
Chg.-0.020 |
Bid9:21:02 AM |
Ask9:21:02 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
-3.77% |
0.520
Bid Size: 10,000 |
0.590
Ask Size: 10,000 |
Edwards Lifesciences... |
82.00 USD |
6/21/2024 |
Call |
Master data
| WKN: |
VM6FWW |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Edwards Lifesciences Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
82.00 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: |
15.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.50 |
| Intrinsic value: |
0.49 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.26 |
| Parity: |
0.49 |
| Time value: |
0.05 |
| Break-even: |
82.02 |
| Moneyness: |
1.06 |
| Premium: |
0.01 |
| Premium p.a.: |
0.67 |
| Spread abs.: |
0.01 |
| Spread %: |
1.89% |
| Delta: |
0.85 |
| Theta: |
-0.16 |
| Omega: |
12.78 |
| Rho: |
0.01 |
Quote data
| Open: |
0.510 |
| High: |
0.510 |
| Low: |
0.510 |
| Previous Close: |
0.530 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.39% |
| 1 Month |
|
|
-40.00% |
| 3 Months |
|
|
-61.65% |
| YTD |
|
|
+8.51% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.610 |
0.440 |
| 1M High / 1M Low: |
0.850 |
0.440 |
| 6M High / 6M Low: |
1.400 |
0.260 |
| High (YTD): |
3/22/2024 |
1.400 |
| Low (YTD): |
1/24/2024 |
0.260 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.536 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.632 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.751 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
228.48% |
| Volatility 6M: |
|
283.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
