BVT Call 86 RTX 21.06.2024
/ DE000VM58GB9
BVT Call 86 RTX 21.06.2024/ DE000VM58GB9 /
| 14/06/2024 16:44:21 |
Chg.-0.190 |
Bid17:21:46 |
Ask17:21:46 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.680EUR |
-10.16% |
1.710
Bid Size: 23,000 |
1.720
Ask Size: 23,000 |
RTX Corporation |
86.00 USD |
21/06/2024 |
Call |
Master data
| WKN: |
VM58GB |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
RTX Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
86.00 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: |
5.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.78 |
| Intrinsic value: |
1.77 |
| Implied volatility: |
0.95 |
| Historic volatility: |
0.20 |
| Parity: |
1.77 |
| Time value: |
0.04 |
| Break-even: |
98.19 |
| Moneyness: |
1.22 |
| Premium: |
0.00 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.01 |
| Spread %: |
0.56% |
| Delta: |
0.94 |
| Theta: |
-0.11 |
| Omega: |
5.10 |
| Rho: |
0.01 |
Quote data
| Open: |
1.780 |
| High: |
1.780 |
| Low: |
1.680 |
| Previous Close: |
1.870 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.38% |
| 1 Month |
|
|
-9.19% |
| 3 Months |
|
|
+112.66% |
| YTD |
|
|
+236.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.110 |
1.870 |
| 1M High / 1M Low: |
2.110 |
1.750 |
| 6M High / 6M Low: |
2.110 |
0.320 |
| High (YTD): |
07/06/2024 |
2.110 |
| Low (YTD): |
17/01/2024 |
0.480 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.980 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.921 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.114 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
47.58% |
| Volatility 6M: |
|
118.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
