BVT Call 98 ILU 21.06.2024
/ DE000VM5AM21
BVT Call 98 ILU 21.06.2024/ DE000VM5AM21 /
| 2024-06-05 8:59:10 AM |
Chg.- |
Bid8:00:03 PM |
Ask8:00:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.680EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
ILLUMINA INC. D... |
98.00 - |
2024-06-21 |
Call |
Master data
| WKN: |
VM5AM2 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ILLUMINA INC. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
98.00 - |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-13 |
| Last trading day: |
2024-06-05 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.42 |
| Intrinsic value: |
0.35 |
| Implied volatility: |
1.07 |
| Historic volatility: |
0.37 |
| Parity: |
0.35 |
| Time value: |
0.39 |
| Break-even: |
105.40 |
| Moneyness: |
1.04 |
| Premium: |
0.04 |
| Premium p.a.: |
8.88 |
| Spread abs.: |
0.07 |
| Spread %: |
10.45% |
| Delta: |
0.63 |
| Theta: |
-0.44 |
| Omega: |
8.63 |
| Rho: |
0.01 |
Quote data
| Open: |
0.680 |
| High: |
0.680 |
| Low: |
0.680 |
| Previous Close: |
0.810 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-61.36% |
| 3 Months |
|
|
-79.14% |
| YTD |
|
|
-85.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.760 |
0.650 |
| 6M High / 6M Low: |
5.000 |
0.650 |
| High (YTD): |
2024-01-30 |
5.000 |
| Low (YTD): |
2024-05-30 |
0.650 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.068 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.386 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
215.86% |
| Volatility 6M: |
|
129.72% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
