BVT Call 135 FI 20.09.2024
/ DE000VM3MMX4
BVT Call 135 FI 20.09.2024/ DE000VM3MMX4 /
| 2024-09-06 7:53:23 PM |
Chg.-0.230 |
Bid9:59:20 PM |
Ask9:59:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.220EUR |
-6.67% |
-
Bid Size: - |
-
Ask Size: - |
Fiserv |
135.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM3MMX |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Fiserv |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
135.00 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: |
4.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.17 |
| Intrinsic value: |
3.16 |
| Implied volatility: |
0.77 |
| Historic volatility: |
0.15 |
| Parity: |
3.16 |
| Time value: |
0.06 |
| Break-even: |
153.98 |
| Moneyness: |
1.26 |
| Premium: |
0.00 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
0.63% |
| Delta: |
0.95 |
| Theta: |
-0.09 |
| Omega: |
4.54 |
| Rho: |
0.04 |
Quote data
| Open: |
3.290 |
| High: |
3.370 |
| Low: |
3.220 |
| Previous Close: |
3.450 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.00% |
| 1 Month |
|
|
+43.75% |
| 3 Months |
|
|
+69.47% |
| YTD |
|
|
+187.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.650 |
3.220 |
| 1M High / 1M Low: |
3.650 |
2.240 |
| 6M High / 6M Low: |
3.650 |
1.480 |
| High (YTD): |
2024-09-02 |
3.650 |
| Low (YTD): |
2024-01-03 |
1.020 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.480 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.053 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.254 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
56.26% |
| Volatility 6M: |
|
97.29% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
