BVT Call 98 RTX 21.06.2024
/ DE000VM82063
BVT Call 98 RTX 21.06.2024/ DE000VM82063 /
| 6/3/2024 10:13:13 AM |
Chg.+0.110 |
Bid11:55:54 AM |
Ask11:55:54 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.980EUR |
+12.64% |
1.010
Bid Size: 6,000 |
1.070
Ask Size: 6,000 |
RTX Corporation |
98.00 USD |
6/21/2024 |
Call |
Master data
| WKN: |
VM8206 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
RTX Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
98.00 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
1/25/2024 |
| Last trading day: |
6/21/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.92 |
| Intrinsic value: |
0.90 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.20 |
| Parity: |
0.90 |
| Time value: |
0.06 |
| Break-even: |
99.90 |
| Moneyness: |
1.10 |
| Premium: |
0.01 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
1.05% |
| Delta: |
0.90 |
| Theta: |
-0.05 |
| Omega: |
9.29 |
| Rho: |
0.04 |
Quote data
| Open: |
0.980 |
| High: |
0.980 |
| Low: |
0.980 |
| Previous Close: |
0.870 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.67% |
| 1 Month |
|
|
+133.33% |
| 3 Months |
|
|
+659.69% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.870 |
0.730 |
| 1M High / 1M Low: |
0.870 |
0.420 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.794 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.730 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
138.32% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
