BVT Call 125 ROST 20.09.2024
/ DE000VM3L7N7
BVT Call 125 ROST 20.09.2024/ DE000VM3L7N7 /
| 2024-07-26 8:54:41 AM |
Chg.-0.06 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.75EUR |
-3.31% |
-
Bid Size: - |
-
Ask Size: - |
Ross Stores Inc |
125.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM3L7N |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Ross Stores Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
125.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-09 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.54 |
| Intrinsic value: |
1.47 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.19 |
| Parity: |
1.47 |
| Time value: |
0.22 |
| Break-even: |
132.05 |
| Moneyness: |
1.13 |
| Premium: |
0.02 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
0.60% |
| Delta: |
0.84 |
| Theta: |
-0.05 |
| Omega: |
6.43 |
| Rho: |
0.14 |
Quote data
| Open: |
1.75 |
| High: |
1.75 |
| Low: |
1.75 |
| Previous Close: |
1.81 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.50% |
| 1 Month |
|
|
-27.69% |
| 3 Months |
|
|
+26.81% |
| YTD |
|
|
-14.22% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.06 |
1.75 |
| 1M High / 1M Low: |
2.65 |
1.75 |
| 6M High / 6M Low: |
2.93 |
1.04 |
| High (YTD): |
2024-02-29 |
2.93 |
| Low (YTD): |
2024-05-02 |
1.04 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.90 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.16 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.09 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
91.08% |
| Volatility 6M: |
|
134.38% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
