BVT Call 130 TGT 20.09.2024
/ DE000VM3MMS4
BVT Call 130 TGT 20.09.2024/ DE000VM3MMS4 /
| 2024-08-15 8:00:33 PM |
Chg.+0.300 |
Bid9:59:12 PM |
Ask9:59:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.290EUR |
+30.30% |
-
Bid Size: - |
-
Ask Size: - |
Target Corp |
130.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM3MMS |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Target Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 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: |
12.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.78 |
| Intrinsic value: |
0.52 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.29 |
| Parity: |
0.52 |
| Time value: |
0.45 |
| Break-even: |
127.76 |
| Moneyness: |
1.04 |
| Premium: |
0.04 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.01 |
| Spread %: |
1.04% |
| Delta: |
0.66 |
| Theta: |
-0.09 |
| Omega: |
8.40 |
| Rho: |
0.07 |
Quote data
| Open: |
0.920 |
| High: |
1.300 |
| Low: |
0.920 |
| Previous Close: |
0.990 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+35.79% |
| 1 Month |
|
|
-41.36% |
| 3 Months |
|
|
-56.42% |
| YTD |
|
|
-39.72% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.990 |
0.950 |
| 1M High / 1M Low: |
2.500 |
0.950 |
| 6M High / 6M Low: |
4.590 |
0.950 |
| High (YTD): |
2024-03-28 |
4.590 |
| Low (YTD): |
2024-08-08 |
0.950 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.972 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.640 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.666 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
160.33% |
| Volatility 6M: |
|
155.55% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
