BVT Call 86 ON 21.06.2024
/ DE000VM58GY1
BVT Call 86 ON 21.06.2024/ DE000VM58GY1 /
| 2024-06-14 8:38:19 AM |
Chg.-0.004 |
Bid3:33:02 PM |
Ask3:33:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.002EUR |
-66.67% |
0.001
Bid Size: 152,000 |
0.021
Ask Size: 152,000 |
ON Semiconductor |
86.00 USD |
2024-06-21 |
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: |
2024-06-21 |
| Issue date: |
2023-12-01 |
| Last trading day: |
2024-06-21 |
| 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: |
0.66 |
| Historic volatility: |
0.41 |
| Parity: |
-1.02 |
| Time value: |
0.02 |
| Break-even: |
80.30 |
| Moneyness: |
0.87 |
| Premium: |
0.15 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.02 |
| Spread %: |
600.00% |
| Delta: |
0.08 |
| Theta: |
-0.07 |
| Omega: |
25.21 |
| Rho: |
0.00 |
Quote data
| Open: |
0.002 |
| High: |
0.002 |
| Low: |
0.002 |
| Previous Close: |
0.006 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-60.00% |
| 1 Month |
|
|
-93.94% |
| 3 Months |
|
|
-99.62% |
| YTD |
|
|
-99.80% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.006 |
0.003 |
| 1M High / 1M Low: |
0.089 |
0.003 |
| 6M High / 6M Low: |
1.110 |
0.003 |
| High (YTD): |
2024-01-02 |
0.840 |
| Low (YTD): |
2024-06-10 |
0.003 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.004 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.023 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.351 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,516.70% |
| Volatility 6M: |
|
704.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
