BVT Call 140 EA 20.09.2024
/ DE000VM3RE40
BVT Call 140 EA 20.09.2024/ DE000VM3RE40 /
| 2024-07-26 8:38:25 AM |
Chg.+0.060 |
Bid9:46:39 AM |
Ask9:46:39 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.730EUR |
+8.96% |
0.730
Bid Size: 13,000 |
0.760
Ask Size: 13,000 |
Electronic Arts Inc |
140.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM3RE4 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Electronic Arts Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-10 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
18.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.47 |
| Intrinsic value: |
0.17 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.17 |
| Parity: |
0.17 |
| Time value: |
0.53 |
| Break-even: |
136.02 |
| Moneyness: |
1.01 |
| Premium: |
0.04 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.01 |
| Spread %: |
1.45% |
| Delta: |
0.59 |
| Theta: |
-0.06 |
| Omega: |
10.96 |
| Rho: |
0.11 |
Quote data
| Open: |
0.730 |
| High: |
0.730 |
| Low: |
0.730 |
| Previous Close: |
0.670 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-28.43% |
| 1 Month |
|
|
+7.35% |
| 3 Months |
|
|
+102.78% |
| YTD |
|
|
-32.41% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.020 |
0.660 |
| 1M High / 1M Low: |
1.020 |
0.460 |
| 6M High / 6M Low: |
1.390 |
0.175 |
| High (YTD): |
2024-02-16 |
1.390 |
| Low (YTD): |
2024-05-09 |
0.175 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.750 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.716 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.654 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
249.38% |
| Volatility 6M: |
|
256.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
