BVT Call 145 ROST 20.09.2024
/ DE000VM7NLC9
BVT Call 145 ROST 20.09.2024/ DE000VM7NLC9 /
| 7/17/2024 8:00:36 PM |
Chg.-0.130 |
Bid9:55:59 PM |
Ask9:55:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.700EUR |
-15.66% |
-
Bid Size: - |
-
Ask Size: - |
Ross Stores Inc |
145.00 USD |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
1/2/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
16.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.67 |
| Intrinsic value: |
0.35 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.19 |
| Parity: |
0.35 |
| Time value: |
0.48 |
| Break-even: |
141.30 |
| Moneyness: |
1.03 |
| Premium: |
0.03 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.01 |
| Spread %: |
1.22% |
| Delta: |
0.64 |
| Theta: |
-0.05 |
| Omega: |
10.50 |
| Rho: |
0.14 |
Quote data
| Open: |
0.800 |
| High: |
0.820 |
| Low: |
0.680 |
| Previous Close: |
0.830 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.11% |
| 1 Month |
|
|
-29.29% |
| 3 Months |
|
|
+48.94% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.060 |
0.730 |
| 1M High / 1M Low: |
1.060 |
0.550 |
| 6M High / 6M Low: |
1.610 |
0.300 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.854 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.768 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.851 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
181.61% |
| Volatility 6M: |
|
212.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
