BVT Call 1300 MELI 20.09.2024
/ DE000VM3MWF0
BVT Call 1300 MELI 20.09.2024/ DE000VM3MWF0 /
30/08/2024 19:53:20 |
Chg.+0.290 |
Bid21:59:06 |
Ask21:59:06 |
Underlying |
Strike price |
Expiration date |
Option type |
6.880EUR |
+4.40% |
- Bid Size: - |
- Ask Size: - |
MercadoLibre Inc |
1,300.00 USD |
20/09/2024 |
Call |
Master data
WKN: |
VM3MWF |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
MercadoLibre Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
1,300.00 USD |
Maturity: |
20/09/2024 |
Issue date: |
09/10/2023 |
Last trading day: |
20/09/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.67 |
Leverage: |
Yes |
Calculated values
Fair value: |
6.92 |
Intrinsic value: |
6.89 |
Implied volatility: |
1.19 |
Historic volatility: |
0.29 |
Parity: |
6.89 |
Time value: |
0.11 |
Break-even: |
1,876.76 |
Moneyness: |
1.59 |
Premium: |
0.01 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.02 |
Spread %: |
0.29% |
Delta: |
0.96 |
Theta: |
-1.13 |
Omega: |
2.57 |
Rho: |
0.60 |
Quote data
Open: |
6.640 |
High: |
6.880 |
Low: |
6.640 |
Previous Close: |
6.590 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+8.52% |
1 Month |
|
|
+131.65% |
3 Months |
|
|
+63.03% |
YTD |
|
|
+80.10% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.880 |
6.310 |
1M High / 1M Low: |
6.880 |
2.970 |
6M High / 6M Low: |
6.880 |
1.820 |
High (YTD): |
30/08/2024 |
6.880 |
Low (YTD): |
25/04/2024 |
1.820 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
6.584 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
5.808 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.749 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
171.50% |
Volatility 6M: |
|
128.69% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |