BVT Call 135 EL 20.09.2024
/ DE000VM76KJ6
BVT Call 135 EL 20.09.2024/ DE000VM76KJ6 /
| 2024-07-30 1:48:15 PM |
Chg.-0.006 |
Bid3:14:10 PM |
Ask3:14:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.067EUR |
-8.22% |
0.061
Bid Size: 36,000 |
0.071
Ask Size: 36,000 |
Estee Lauder Compani... |
135.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM76KJ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Estee Lauder Companies Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
135.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-09 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
114.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.39 |
| Parity: |
-3.17 |
| Time value: |
0.08 |
| Break-even: |
125.59 |
| Moneyness: |
0.75 |
| Premium: |
0.35 |
| Premium p.a.: |
7.17 |
| Spread abs.: |
0.01 |
| Spread %: |
14.08% |
| Delta: |
0.10 |
| Theta: |
-0.03 |
| Omega: |
11.21 |
| Rho: |
0.01 |
Quote data
| Open: |
0.071 |
| High: |
0.071 |
| Low: |
0.067 |
| Previous Close: |
0.073 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.19% |
| 1 Month |
|
|
-58.90% |
| 3 Months |
|
|
-96.84% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.087 |
0.073 |
| 1M High / 1M Low: |
0.162 |
0.070 |
| 6M High / 6M Low: |
3.070 |
0.070 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.081 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.111 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.316 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
230.80% |
| Volatility 6M: |
|
207.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
