BVT Call 140 ROST 20.09.2024
/ DE000VM36721
BVT Call 140 ROST 20.09.2024/ DE000VM36721 /
| 2024-07-26 8:43:42 AM |
Chg.-0.050 |
Bid9:50:28 PM |
Ask9:50:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.680EUR |
-6.85% |
0.630
Bid Size: 65,000 |
0.640
Ask Size: 65,000 |
Ross Stores Inc |
140.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM3672 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Ross Stores Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-19 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
19.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.47 |
| Intrinsic value: |
0.10 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.19 |
| Parity: |
0.10 |
| Time value: |
0.57 |
| Break-even: |
135.72 |
| Moneyness: |
1.01 |
| Premium: |
0.04 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.01 |
| Spread %: |
1.52% |
| Delta: |
0.57 |
| Theta: |
-0.06 |
| Omega: |
11.06 |
| Rho: |
0.10 |
Quote data
| Open: |
0.680 |
| High: |
0.680 |
| Low: |
0.680 |
| Previous Close: |
0.730 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.93% |
| 1 Month |
|
|
-43.33% |
| 3 Months |
|
|
+11.48% |
| YTD |
|
|
-41.88% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.910 |
0.730 |
| 1M High / 1M Low: |
1.370 |
0.730 |
| 6M High / 6M Low: |
1.870 |
0.420 |
| High (YTD): |
2024-02-29 |
1.870 |
| Low (YTD): |
2024-05-03 |
0.420 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.824 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.998 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.094 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
157.41% |
| Volatility 6M: |
|
204.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
