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: |
|
- |