BVT Call 145 ROST 20.09.2024
/ DE000VM7NLC9
BVT Call 145 ROST 20.09.2024/ DE000VM7NLC9 /
| 12/07/2024 17:01:49 |
Chg.+0.110 |
Bid17:42:13 |
Ask17:42:13 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.010EUR |
+12.22% |
0.990
Bid Size: 48,000 |
1.000
Ask Size: 48,000 |
Ross Stores Inc |
145.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
VM7NLC |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Ross Stores Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
145.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
02/01/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.82 |
| Intrinsic value: |
0.53 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.18 |
| Parity: |
0.53 |
| Time value: |
0.42 |
| Break-even: |
142.85 |
| Moneyness: |
1.04 |
| Premium: |
0.03 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.01 |
| Spread %: |
1.06% |
| Delta: |
0.68 |
| Theta: |
-0.05 |
| Omega: |
9.99 |
| Rho: |
0.16 |
Quote data
| Open: |
0.940 |
| High: |
1.010 |
| Low: |
0.930 |
| Previous Close: |
0.900 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+65.57% |
| 1 Month |
|
|
+62.90% |
| 3 Months |
|
|
+60.32% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.900 |
0.610 |
| 1M High / 1M Low: |
0.990 |
0.550 |
| 6M High / 6M Low: |
1.610 |
0.300 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.716 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.741 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.849 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
188.81% |
| Volatility 6M: |
|
207.05% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
