BVT Call 105 MMM 20.09.2024
/ DE000VD8FA42
BVT Call 105 MMM 20.09.2024/ DE000VD8FA42 /
| 8/2/2024 8:02:47 PM |
Chg.-0.080 |
Bid9:59:28 PM |
Ask9:59:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.950EUR |
-3.94% |
-
Bid Size: - |
-
Ask Size: - |
3M Company |
105.00 USD |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
6/21/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.93 |
| Intrinsic value: |
1.86 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.31 |
| Parity: |
1.86 |
| Time value: |
0.10 |
| Break-even: |
115.83 |
| Moneyness: |
1.19 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.51% |
| Delta: |
0.92 |
| Theta: |
-0.03 |
| Omega: |
5.39 |
| Rho: |
0.11 |
Quote data
| Open: |
1.860 |
| High: |
1.950 |
| Low: |
1.860 |
| Previous Close: |
2.030 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.63% |
| 1 Month |
|
|
+473.53% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.230 |
1.950 |
| 1M High / 1M Low: |
2.230 |
0.270 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.066 |
| Avg. volume 1W: |
|
14,400 |
| Avg. price 1M: |
|
0.841 |
| Avg. volume 1M: |
|
3,272.727 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,231.93% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
