BVT Call 145 FI 20.09.2024
/ DE000VM72W55
BVT Call 145 FI 20.09.2024/ DE000VM72W55 /
06/09/2024 20:06:52 |
Chg.-0.250 |
Bid21:59:04 |
Ask21:59:04 |
Underlying |
Strike price |
Expiration date |
Option type |
2.320EUR |
-9.73% |
- Bid Size: - |
- Ask Size: - |
Fiserv |
145.00 USD |
20/09/2024 |
Call |
Master data
WKN: |
VM72W5 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Fiserv |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
145.00 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: |
6.58 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.27 |
Intrinsic value: |
2.26 |
Implied volatility: |
0.60 |
Historic volatility: |
0.15 |
Parity: |
2.26 |
Time value: |
0.07 |
Break-even: |
154.10 |
Moneyness: |
1.17 |
Premium: |
0.00 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.02 |
Spread %: |
0.87% |
Delta: |
0.93 |
Theta: |
-0.10 |
Omega: |
6.12 |
Rho: |
0.04 |
Quote data
Open: |
2.390 |
High: |
2.470 |
Low: |
2.320 |
Previous Close: |
2.570 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-11.45% |
1 Month |
|
|
+65.71% |
3 Months |
|
|
+103.51% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.750 |
2.320 |
1M High / 1M Low: |
2.750 |
1.400 |
6M High / 6M Low: |
2.750 |
0.780 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.582 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.167 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.486 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
75.76% |
Volatility 6M: |
|
136.73% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |