BVT Call 92 RTX 21.06.2024
/ DE000VM6FYB2
BVT Call 92 RTX 21.06.2024/ DE000VM6FYB2 /
| 12/06/2024 16:51:29 |
Chg.+0.060 |
Bid19:40:39 |
Ask19:40:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.460EUR |
+4.29% |
1.410
Bid Size: 22,000 |
1.420
Ask Size: 22,000 |
RTX Corporation |
92.00 USD |
21/06/2024 |
Call |
Master data
| WKN: |
VM6FYB |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
RTX Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
92.00 USD |
| Maturity: |
21/06/2024 |
| Issue date: |
06/12/2023 |
| Last trading day: |
21/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.40 |
| Intrinsic value: |
1.39 |
| Implied volatility: |
0.67 |
| Historic volatility: |
0.20 |
| Parity: |
1.39 |
| Time value: |
0.04 |
| Break-even: |
99.96 |
| Moneyness: |
1.16 |
| Premium: |
0.00 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.01 |
| Spread %: |
0.70% |
| Delta: |
0.93 |
| Theta: |
-0.08 |
| Omega: |
6.48 |
| Rho: |
0.02 |
Quote data
| Open: |
1.420 |
| High: |
1.460 |
| Low: |
1.400 |
| Previous Close: |
1.400 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.19% |
| 1 Month |
|
|
+8.15% |
| 3 Months |
|
|
+386.67% |
| YTD |
|
|
+421.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.550 |
1.400 |
| 1M High / 1M Low: |
1.550 |
1.210 |
| 6M High / 6M Low: |
1.550 |
0.172 |
| High (YTD): |
07/06/2024 |
1.550 |
| Low (YTD): |
22/01/2024 |
0.260 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.494 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.371 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.690 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
66.13% |
| Volatility 6M: |
|
149.41% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
