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: |
|
- |
