BVT Knock-Out GOOG 21.06.2024
/ DE000VM7XQW5
BVT Knock-Out GOOG 21.06.2024/ DE000VM7XQW5 /
| 2024-06-13 8:01:37 PM |
Chg.+0.030 |
Bid9:01:58 PM |
Ask9:01:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.690EUR |
+0.53% |
5.680
Bid Size: 63,000 |
5.690
Ask Size: 63,000 |
Alphabet C |
118.00 USD |
2024-06-21 |
Call |
Master data
| Issuer: |
Bank Vontobel AG |
| WKN: |
VM7XQW |
| Currency: |
EUR |
| Underlying: |
Alphabet C |
| Type: |
Knock-out |
| Option type: |
Call |
| Strike price: |
118.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-01-04 |
| Last trading day: |
2024-06-21 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
2.85 |
| Knock-out: |
118.00 |
| Knock-out violated on: |
- |
| Distance to knock-out: |
55.841 |
| Distance to knock-out %: |
33.85% |
| Distance to strike price: |
55.841 |
| Distance to strike price %: |
33.85% |
Calculated values
| Fair value: |
- |
| Implied volatility: |
- |
| Historic volatility: |
- |
| Parity: |
- |
| Time value: |
- |
| Break-even: |
- |
| Moneyness: |
- |
| Premium: |
0.01 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.01 |
| Spread %: |
0.17% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
5.750 |
| High: |
5.750 |
| Low: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.89% |
| 1 Month |
|
|
+15.65% |
| 3 Months |
|
|
+140.08% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.660 |
5.450 |
| 1M High / 1M Low: |
5.750 |
4.920 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.592 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.455 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
45.37% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
