BVT Call 150 FI 20.09.2024/  DE000VM72WU7  /

EUWAX
2024-08-02  8:41:26 AM Chg.-0.27 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
1.28EUR -17.42% -
Bid Size: -
-
Ask Size: -
Fiserv 150.00 USD 2024-09-20 Call
 

Master data

WKN: VM72WU
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Fiserv
Type: Warrant
Option type: Call
Strike price: 150.00 USD
Maturity: 2024-09-20
Issue date: 2024-01-08
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.45
Leverage: Yes

Calculated values

Fair value: 0.93
Intrinsic value: 0.82
Implied volatility: 0.31
Historic volatility: 0.15
Parity: 0.82
Time value: 0.35
Break-even: 149.18
Moneyness: 1.06
Premium: 0.02
Premium p.a.: 0.20
Spread abs.: 0.02
Spread %: 1.74%
Delta: 0.73
Theta: -0.07
Omega: 9.08
Rho: 0.12
 

Quote data

Open: 1.28
High: 1.28
Low: 1.28
Previous Close: 1.55
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+23.08%
1 Month  
+120.69%
3 Months  
+40.66%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.59 1.24
1M High / 1M Low: 1.59 0.58
6M High / 6M Low: 1.69 0.49
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.42
Avg. volume 1W:   0.00
Avg. price 1M:   1.03
Avg. volume 1M:   0.00
Avg. price 6M:   1.02
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   212.68%
Volatility 6M:   184.74%
Volatility 1Y:   -
Volatility 3Y:   -