BVT Call 86 ON 21.06.2024
/ DE000VM58GY1
BVT Call 86 ON 21.06.2024/ DE000VM58GY1 /
| 6/7/2024 1:43:40 PM |
Chg.-0.002 |
Bid4:38:21 PM |
Ask4:37:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.005EUR |
-28.57% |
0.005
Bid Size: 154,000 |
0.020
Ask Size: 154,000 |
ON Semiconductor |
86.00 USD |
6/21/2024 |
Call |
Master data
| WKN: |
VM58GY |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ON Semiconductor |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
86.00 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
12/1/2023 |
| Last trading day: |
6/21/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
332.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.40 |
| Parity: |
-1.24 |
| Time value: |
0.02 |
| Break-even: |
79.16 |
| Moneyness: |
0.84 |
| Premium: |
0.19 |
| Premium p.a.: |
92.31 |
| Spread abs.: |
0.01 |
| Spread %: |
233.33% |
| Delta: |
0.07 |
| Theta: |
-0.03 |
| Omega: |
21.89 |
| Rho: |
0.00 |
Quote data
| Open: |
0.005 |
| High: |
0.005 |
| Low: |
0.005 |
| Previous Close: |
0.007 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-50.00% |
| 1 Month |
|
|
-90.00% |
| 3 Months |
|
|
-99.40% |
| YTD |
|
|
-99.51% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.014 |
0.007 |
| 1M High / 1M Low: |
0.073 |
0.007 |
| 6M High / 6M Low: |
1.090 |
0.007 |
| High (YTD): |
1/2/2024 |
0.880 |
| Low (YTD): |
6/6/2024 |
0.007 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.010 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.027 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.378 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,410.80% |
| Volatility 6M: |
|
641.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
