BVT Call 84 RTX 21.06.2024
/ DE000VM58FW7
BVT Call 84 RTX 21.06.2024/ DE000VM58FW7 /
| 31/05/2024 19:50:35 |
Chg.+0.100 |
Bid21:59:42 |
Ask21:59:42 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.140EUR |
+4.90% |
-
Bid Size: - |
-
Ask Size: - |
RTX Corporation |
84.00 USD |
21/06/2024 |
Call |
Master data
| WKN: |
VM58FW |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
RTX Corporation |
| 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: |
4.44 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.21 |
| Intrinsic value: |
2.19 |
| Implied volatility: |
0.66 |
| Historic volatility: |
0.20 |
| Parity: |
2.19 |
| Time value: |
0.05 |
| Break-even: |
99.83 |
| Moneyness: |
1.28 |
| Premium: |
0.00 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
0.45% |
| Delta: |
0.96 |
| Theta: |
-0.04 |
| Omega: |
4.24 |
| Rho: |
0.04 |
Quote data
| Open: |
2.050 |
| High: |
2.140 |
| Low: |
2.050 |
| Previous Close: |
2.040 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.42% |
| 1 Month |
|
|
+25.15% |
| 3 Months |
|
|
+174.36% |
| YTD |
|
|
+262.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.140 |
1.990 |
| 1M High / 1M Low: |
2.140 |
1.630 |
| 6M High / 6M Low: |
2.140 |
0.390 |
| High (YTD): |
31/05/2024 |
2.140 |
| Low (YTD): |
22/01/2024 |
0.590 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.062 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.978 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.141 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
52.07% |
| Volatility 6M: |
|
113.88% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
