BVT Call 130 EL 20.09.2024
/ DE000VM8NQV6
BVT Call 130 EL 20.09.2024/ DE000VM8NQV6 /
| 31/07/2024 10:24:04 |
Chg.+0.013 |
Bid12:34:42 |
Ask12:34:42 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.115EUR |
+12.75% |
0.113
Bid Size: 23,000 |
0.123
Ask Size: 23,000 |
Estee Lauder Compani... |
130.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
VM8NQV |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Estee Lauder Companies Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
18/01/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
75.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.39 |
| Parity: |
-2.83 |
| Time value: |
0.12 |
| Break-even: |
121.42 |
| Moneyness: |
0.76 |
| Premium: |
0.32 |
| Premium p.a.: |
6.32 |
| Spread abs.: |
0.01 |
| Spread %: |
8.93% |
| Delta: |
0.13 |
| Theta: |
-0.04 |
| Omega: |
10.06 |
| Rho: |
0.02 |
Quote data
| Open: |
0.115 |
| High: |
0.115 |
| Low: |
0.115 |
| Previous Close: |
0.102 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.50% |
| 1 Month |
|
|
-46.26% |
| 3 Months |
|
|
-95.25% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.114 |
0.102 |
| 1M High / 1M Low: |
0.219 |
0.092 |
| 6M High / 6M Low: |
3.390 |
0.092 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.108 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.146 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.510 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
209.13% |
| Volatility 6M: |
|
193.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
