BVT Call 90 RTX 21.06.2024
/ DE000VM58FY3
BVT Call 90 RTX 21.06.2024/ DE000VM58FY3 /
| 6/7/2024 5:03:43 PM |
Chg.+0.020 |
Bid6:20:24 PM |
Ask6:20:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.730EUR |
+1.17% |
1.730
Bid Size: 22,000 |
1.750
Ask Size: 22,000 |
RTX Corporation |
90.00 USD |
6/21/2024 |
Call |
Master data
| WKN: |
VM58FY |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
RTX Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 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: |
5.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.68 |
| Intrinsic value: |
1.67 |
| Implied volatility: |
0.66 |
| Historic volatility: |
0.20 |
| Parity: |
1.67 |
| Time value: |
0.05 |
| Break-even: |
99.83 |
| Moneyness: |
1.20 |
| Premium: |
0.01 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
0.58% |
| Delta: |
0.93 |
| Theta: |
-0.07 |
| Omega: |
5.39 |
| Rho: |
0.03 |
Quote data
| Open: |
1.710 |
| High: |
1.730 |
| Low: |
1.710 |
| Previous Close: |
1.710 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.13% |
| 1 Month |
|
|
+37.30% |
| 3 Months |
|
|
+276.09% |
| YTD |
|
|
+408.82% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.730 |
1.600 |
| 1M High / 1M Low: |
1.730 |
1.260 |
| 6M High / 6M Low: |
1.730 |
0.214 |
| High (YTD): |
6/5/2024 |
1.730 |
| Low (YTD): |
1/22/2024 |
0.320 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.680 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.513 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.781 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
62.52% |
| Volatility 6M: |
|
145.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
