BVT Call 125 EA 20.09.2024
/ DE000VM3RE24
BVT Call 125 EA 20.09.2024/ DE000VM3RE24 /
| 8/30/2024 8:38:34 AM |
Chg.+0.18 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.39EUR |
+8.14% |
-
Bid Size: - |
-
Ask Size: - |
Electronic Arts Inc |
125.00 USD |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
10/10/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.45 |
| Intrinsic value: |
2.43 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.15 |
| Parity: |
2.43 |
| Time value: |
0.06 |
| Break-even: |
138.05 |
| Moneyness: |
1.21 |
| Premium: |
0.00 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
0.81% |
| Delta: |
0.95 |
| Theta: |
-0.06 |
| Omega: |
5.23 |
| Rho: |
0.06 |
Quote data
| Open: |
2.39 |
| High: |
2.39 |
| Low: |
2.39 |
| Previous Close: |
2.21 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.27% |
| 1 Month |
|
|
-6.27% |
| 3 Months |
|
|
+132.04% |
| YTD |
|
|
+21.32% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.39 |
2.10 |
| 1M High / 1M Low: |
2.55 |
1.94 |
| 6M High / 6M Low: |
2.55 |
0.70 |
| High (YTD): |
8/1/2024 |
2.55 |
| Low (YTD): |
5/9/2024 |
0.70 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.21 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.17 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.55 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
100.38% |
| Volatility 6M: |
|
152.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
