BVT Call 145 EA 20.09.2024
/ DE000VM3S840
BVT Call 145 EA 20.09.2024/ DE000VM3S840 /
| 2024-07-26 8:47:22 AM |
Chg.+0.040 |
Bid9:43:14 AM |
Ask9:43:14 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.490EUR |
+8.89% |
0.490
Bid Size: 16,000 |
0.510
Ask Size: 16,000 |
Electronic Arts Inc |
145.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM3S84 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Electronic Arts Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
145.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-11 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
27.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.17 |
| Parity: |
-0.29 |
| Time value: |
0.47 |
| Break-even: |
138.32 |
| Moneyness: |
0.98 |
| Premium: |
0.06 |
| Premium p.a.: |
0.45 |
| Spread abs.: |
0.01 |
| Spread %: |
2.17% |
| Delta: |
0.46 |
| Theta: |
-0.06 |
| Omega: |
12.80 |
| Rho: |
0.09 |
Quote data
| Open: |
0.490 |
| High: |
0.490 |
| Low: |
0.490 |
| Previous Close: |
0.450 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-31.94% |
| 1 Month |
|
|
+11.36% |
| 3 Months |
|
|
+104.17% |
| YTD |
|
|
-41.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.720 |
0.440 |
| 1M High / 1M Low: |
0.720 |
0.280 |
| 6M High / 6M Low: |
1.100 |
0.101 |
| High (YTD): |
2024-02-16 |
1.100 |
| Low (YTD): |
2024-05-09 |
0.101 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.506 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.475 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.463 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
281.93% |
| Volatility 6M: |
|
304.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
