BVT Call 84 ON 21.06.2024
/ DE000VM58FJ4
BVT Call 84 ON 21.06.2024/ DE000VM58FJ4 /
| 14/06/2024 08:38:19 |
Chg.-0.010 |
Bid16:14:25 |
Ask16:14:25 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.005EUR |
-66.67% |
0.002
Bid Size: 156,000 |
0.020
Ask Size: 156,000 |
ON Semiconductor |
84.00 USD |
21/06/2024 |
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: |
21/06/2024 |
| Issue date: |
01/12/2023 |
| Last trading day: |
21/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
332.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.41 |
| Parity: |
-0.83 |
| Time value: |
0.02 |
| Break-even: |
78.44 |
| Moneyness: |
0.89 |
| Premium: |
0.12 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.02 |
| Spread %: |
250.00% |
| Delta: |
0.09 |
| Theta: |
-0.06 |
| Omega: |
28.33 |
| Rho: |
0.00 |
Quote data
| Open: |
0.005 |
| High: |
0.005 |
| Low: |
0.005 |
| Previous Close: |
0.015 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-54.55% |
| 1 Month |
|
|
-90.20% |
| 3 Months |
|
|
-99.17% |
| YTD |
|
|
-99.55% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.015 |
0.006 |
| 1M High / 1M Low: |
0.115 |
0.006 |
| 6M High / 6M Low: |
1.200 |
0.006 |
| High (YTD): |
02/01/2024 |
0.930 |
| Low (YTD): |
10/06/2024 |
0.006 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.010 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.037 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.397 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,210.11% |
| Volatility 6M: |
|
584.98% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
