BVT Call 145 TGT 20.09.2024
/ DE000VM7N7S0
BVT Call 145 TGT 20.09.2024/ DE000VM7N7S0 /
| 9/17/2024 8:46:42 AM |
Chg.+0.120 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.730EUR |
+19.67% |
-
Bid Size: - |
-
Ask Size: - |
Target Corp |
145.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
VM7N7S |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Target Corp |
| 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: |
18.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.71 |
| Intrinsic value: |
0.70 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.30 |
| Parity: |
0.70 |
| Time value: |
0.06 |
| Break-even: |
137.89 |
| Moneyness: |
1.05 |
| Premium: |
0.00 |
| Premium p.a.: |
0.63 |
| Spread abs.: |
0.02 |
| Spread %: |
2.70% |
| Delta: |
0.86 |
| Theta: |
-0.27 |
| Omega: |
15.50 |
| Rho: |
0.01 |
Quote data
| Open: |
0.730 |
| High: |
0.730 |
| Low: |
0.730 |
| Previous Close: |
0.610 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+102.78% |
| 1 Month |
|
|
+46.00% |
| 3 Months |
|
|
-7.59% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.730 |
0.360 |
| 1M High / 1M Low: |
1.370 |
0.360 |
| 6M High / 6M Low: |
3.500 |
0.340 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.492 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.822 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.416 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
447.42% |
| Volatility 6M: |
|
283.36% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
