BVT Call 84 ON 21.06.2024
/ DE000VM58FJ4
BVT Call 84 ON 21.06.2024/ DE000VM58FJ4 /
2024-06-07 8:39:23 AM |
Chg.-0.026 |
Bid10:00:06 PM |
Ask10:00:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.011EUR |
-70.27% |
- Bid Size: - |
- Ask Size: - |
ON Semiconductor |
84.00 USD |
2024-06-21 |
Call |
Master data
WKN: |
VM58FJ |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
ON Semiconductor |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
84.00 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: |
302.35 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.51 |
Historic volatility: |
0.40 |
Parity: |
-1.06 |
Time value: |
0.02 |
Break-even: |
77.34 |
Moneyness: |
0.86 |
Premium: |
0.16 |
Premium p.a.: |
49.95 |
Spread abs.: |
0.01 |
Spread %: |
83.33% |
Delta: |
0.08 |
Theta: |
-0.03 |
Omega: |
23.27 |
Rho: |
0.00 |
Quote data
Open: |
0.011 |
High: |
0.011 |
Low: |
0.011 |
Previous Close: |
0.037 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-60.71% |
1 Month |
|
|
-80.00% |
3 Months |
|
|
-98.71% |
YTD |
|
|
-99.02% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.037 |
0.011 |
1M High / 1M Low: |
0.115 |
0.011 |
6M High / 6M Low: |
1.200 |
0.011 |
High (YTD): |
2024-01-02 |
0.930 |
Low (YTD): |
2024-06-07 |
0.011 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.025 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.043 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.422 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
1,177.51% |
Volatility 6M: |
|
567.14% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |