BVT Call 135 FI 20.09.2024
/ DE000VM3MMX4
BVT Call 135 FI 20.09.2024/ DE000VM3MMX4 /
| 2024-08-01 8:52:52 AM |
Chg.-0.05 |
Bid7:17:13 PM |
Ask7:17:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.85EUR |
-1.72% |
2.72
Bid Size: 22,000 |
2.74
Ask Size: 22,000 |
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: |
5.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.70 |
| Intrinsic value: |
2.64 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.15 |
| Parity: |
2.64 |
| Time value: |
0.16 |
| Break-even: |
152.72 |
| Moneyness: |
1.21 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
0.72% |
| Delta: |
0.91 |
| Theta: |
-0.05 |
| Omega: |
4.93 |
| Rho: |
0.15 |
Quote data
| Open: |
2.85 |
| High: |
2.85 |
| Low: |
2.85 |
| Previous Close: |
2.90 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.20% |
| 1 Month |
|
|
+69.64% |
| 3 Months |
|
|
+22.84% |
| YTD |
|
|
+159.09% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.90 |
2.25 |
| 1M High / 1M Low: |
2.90 |
1.47 |
| 6M High / 6M Low: |
2.90 |
1.47 |
| High (YTD): |
2024-07-31 |
2.90 |
| Low (YTD): |
2024-01-03 |
1.03 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.60 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.06 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.05 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
142.86% |
| Volatility 6M: |
|
116.91% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
