BVT Call 98 XOM 21.06.2024
/ DE000VM6Y9N5
BVT Call 98 XOM 21.06.2024/ DE000VM6Y9N5 /
| 2024-06-13 7:43:07 PM |
Chg.-0.040 |
Bid9:59:11 PM |
Ask9:59:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.190EUR |
-3.25% |
-
Bid Size: - |
-
Ask Size: - |
Exxon Mobil Corp |
98.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
VM6Y9N |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Exxon Mobil Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
98.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-14 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.20 |
| Intrinsic value: |
1.20 |
| Implied volatility: |
0.67 |
| Historic volatility: |
0.19 |
| Parity: |
1.20 |
| Time value: |
0.05 |
| Break-even: |
103.13 |
| Moneyness: |
1.13 |
| Premium: |
0.01 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.01 |
| Spread %: |
0.81% |
| Delta: |
0.91 |
| Theta: |
-0.12 |
| Omega: |
7.43 |
| Rho: |
0.02 |
Quote data
| Open: |
1.230 |
| High: |
1.230 |
| Low: |
1.170 |
| Previous Close: |
1.230 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.13% |
| 1 Month |
|
|
-34.97% |
| 3 Months |
|
|
-11.85% |
| YTD |
|
|
+50.63% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.490 |
1.190 |
| 1M High / 1M Low: |
2.030 |
1.190 |
| 6M High / 6M Low: |
2.270 |
0.530 |
| High (YTD): |
2024-04-11 |
2.270 |
| Low (YTD): |
2024-01-22 |
0.530 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.340 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.586 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.321 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
119.45% |
| Volatility 6M: |
|
114.16% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
