BVT Call 145 CVX 20.09.2024
/ DE000VM8AZH3
BVT Call 145 CVX 20.09.2024/ DE000VM8AZH3 /
| 09/09/2024 08:48:56 |
Chg.-0.036 |
Bid15:44:16 |
Ask15:44:16 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.061EUR |
-37.11% |
0.059
Bid Size: 34,000 |
0.069
Ask Size: 34,000 |
Chevron Corporation |
145.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
VM8AZH |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
145.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
11/01/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
215.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.18 |
| Parity: |
-0.58 |
| Time value: |
0.06 |
| Break-even: |
131.37 |
| Moneyness: |
0.96 |
| Premium: |
0.05 |
| Premium p.a.: |
4.23 |
| Spread abs.: |
0.01 |
| Spread %: |
20.83% |
| Delta: |
0.18 |
| Theta: |
-0.07 |
| Omega: |
39.34 |
| Rho: |
0.01 |
Quote data
| Open: |
0.061 |
| High: |
0.061 |
| Low: |
0.061 |
| Previous Close: |
0.097 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-87.02% |
| 1 Month |
|
|
-85.12% |
| 3 Months |
|
|
-95.58% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.470 |
0.097 |
| 1M High / 1M Low: |
0.510 |
0.097 |
| 6M High / 6M Low: |
2.280 |
0.097 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.286 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.367 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.349 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
338.96% |
| Volatility 6M: |
|
213.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
