BVT Call 145 ROST 20.09.2024
/ DE000VM7NLC9
BVT Call 145 ROST 20.09.2024/ DE000VM7NLC9 /
2024-08-30 8:48:06 AM |
Chg.+0.060 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.710EUR |
+9.23% |
- Bid Size: - |
- Ask Size: - |
Ross Stores Inc |
145.00 USD |
2024-09-20 |
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: |
2024-09-20 |
Issue date: |
2024-01-02 |
Last trading day: |
2024-09-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
22.35 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.59 |
Intrinsic value: |
0.51 |
Implied volatility: |
0.21 |
Historic volatility: |
0.19 |
Parity: |
0.51 |
Time value: |
0.10 |
Break-even: |
137.35 |
Moneyness: |
1.04 |
Premium: |
0.01 |
Premium p.a.: |
0.15 |
Spread abs.: |
0.01 |
Spread %: |
1.67% |
Delta: |
0.80 |
Theta: |
-0.06 |
Omega: |
17.88 |
Rho: |
0.06 |
Quote data
Open: |
0.710 |
High: |
0.710 |
Low: |
0.710 |
Previous Close: |
0.650 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-52.98% |
1 Month |
|
|
+42.00% |
3 Months |
|
|
+51.06% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.040 |
0.650 |
1M High / 1M Low: |
1.510 |
0.290 |
6M High / 6M Low: |
1.540 |
0.290 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.836 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.621 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.703 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
433.25% |
Volatility 6M: |
|
281.78% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |