BVT Call 125 EA 20.09.2024
/ DE000VM3RE24
BVT Call 125 EA 20.09.2024/ DE000VM3RE24 /
| 2024-07-26 8:38:23 AM |
Chg.+0.07 |
Bid9:31:05 AM |
Ask9:31:05 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.79EUR |
+4.07% |
1.80
Bid Size: 9,000 |
1.84
Ask Size: 9,000 |
Electronic Arts Inc |
125.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM3RE2 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Electronic Arts Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
125.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-10 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.57 |
| Intrinsic value: |
1.49 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.17 |
| Parity: |
1.49 |
| Time value: |
0.22 |
| Break-even: |
132.43 |
| Moneyness: |
1.13 |
| Premium: |
0.02 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
0.59% |
| Delta: |
0.84 |
| Theta: |
-0.05 |
| Omega: |
6.43 |
| Rho: |
0.15 |
Quote data
| Open: |
1.79 |
| High: |
1.79 |
| Low: |
1.79 |
| Previous Close: |
1.72 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.26% |
| 1 Month |
|
|
+2.87% |
| 3 Months |
|
|
+75.49% |
| YTD |
|
|
-9.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.19 |
1.69 |
| 1M High / 1M Low: |
2.19 |
1.41 |
| 6M High / 6M Low: |
2.44 |
0.70 |
| High (YTD): |
2024-02-16 |
2.44 |
| Low (YTD): |
2024-05-09 |
0.70 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.83 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.78 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.52 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
142.28% |
| Volatility 6M: |
|
151.97% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
