BVT Call 105 MMM 20.09.2024
/ DE000VD8FA42
BVT Call 105 MMM 20.09.2024/ DE000VD8FA42 /
| 10/09/2024 10:31:12 |
Chg.-0.050 |
Bid10:31:12 |
Ask10:31:12 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.170EUR |
-2.25% |
2.170
Bid Size: 7,000 |
2.230
Ask Size: 7,000 |
3M Company |
105.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
VD8FA4 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
3M Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
21/06/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.14 |
| Intrinsic value: |
2.13 |
| Implied volatility: |
0.83 |
| Historic volatility: |
0.31 |
| Parity: |
2.13 |
| Time value: |
0.05 |
| Break-even: |
116.95 |
| Moneyness: |
1.22 |
| Premium: |
0.00 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.01 |
| Spread %: |
0.46% |
| Delta: |
0.94 |
| Theta: |
-0.11 |
| Omega: |
5.01 |
| Rho: |
0.02 |
Quote data
| Open: |
2.170 |
| High: |
2.170 |
| Low: |
2.170 |
| Previous Close: |
2.220 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.96% |
| 1 Month |
|
|
+19.23% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.520 |
2.210 |
| 1M High / 1M Low: |
2.690 |
1.720 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.362 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.270 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
83.73% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
