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: |
|
- |