BVT Call 140 FI 20.09.2024
/ DE000VM72XE9
BVT Call 140 FI 20.09.2024/ DE000VM72XE9 /
| 05/08/2024 10:24:30 |
Chg.-0.740 |
Bid10:37:10 |
Ask10:37:10 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.170EUR |
-38.74% |
-
Bid Size: - |
-
Ask Size: - |
Fiserv |
140.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
VM72XE |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Fiserv |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
08/01/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.79 |
| Intrinsic value: |
1.73 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.15 |
| Parity: |
1.73 |
| Time value: |
0.23 |
| Break-even: |
147.91 |
| Moneyness: |
1.14 |
| Premium: |
0.02 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.02 |
| Spread %: |
1.03% |
| Delta: |
0.85 |
| Theta: |
-0.06 |
| Omega: |
6.30 |
| Rho: |
0.13 |
Quote data
| Open: |
1.170 |
| High: |
1.170 |
| Low: |
1.170 |
| Previous Close: |
1.910 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-49.13% |
| 1 Month |
|
|
-10.69% |
| 3 Months |
|
|
-20.95% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.340 |
1.910 |
| 1M High / 1M Low: |
2.340 |
1.110 |
| 6M High / 6M Low: |
2.400 |
1.110 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.216 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.807 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.682 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
171.91% |
| Volatility 6M: |
|
118.26% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
