BVT Call 130 EA 20.09.2024
/ DE000VM3RFC1
BVT Call 130 EA 20.09.2024/ DE000VM3RFC1 /
| 2024-07-26 8:38:24 AM |
Chg.+0.07 |
Bid8:41:33 AM |
Ask8:41:33 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.39EUR |
+5.30% |
1.40
Bid Size: 6,000 |
1.45
Ask Size: 6,000 |
Electronic Arts Inc |
130.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM3RFC |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Electronic Arts Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 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: |
9.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.13 |
| Intrinsic value: |
1.03 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.17 |
| Parity: |
1.03 |
| Time value: |
0.29 |
| Break-even: |
133.15 |
| Moneyness: |
1.09 |
| Premium: |
0.02 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
0.76% |
| Delta: |
0.78 |
| Theta: |
-0.05 |
| Omega: |
7.68 |
| Rho: |
0.14 |
Quote data
| Open: |
1.39 |
| High: |
1.39 |
| Low: |
1.39 |
| Previous Close: |
1.32 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.47% |
| 1 Month |
|
|
+3.73% |
| 3 Months |
|
|
+87.84% |
| YTD |
|
|
-15.76% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.77 |
1.30 |
| 1M High / 1M Low: |
1.77 |
1.04 |
| 6M High / 6M Low: |
2.07 |
0.46 |
| High (YTD): |
2024-02-16 |
2.07 |
| Low (YTD): |
2024-05-09 |
0.46 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.43 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.38 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.19 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
169.94% |
| Volatility 6M: |
|
182.48% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
