BVT Call 150 ROST 20.09.2024
/ DE000VM7NLG0
BVT Call 150 ROST 20.09.2024/ DE000VM7NLG0 /
30/08/2024 20:03:39 |
Chg.-0.195 |
Bid21:58:06 |
Ask21:58:06 |
Underlying |
Strike price |
Expiration date |
Option type |
0.225EUR |
-46.43% |
- Bid Size: - |
- Ask Size: - |
Ross Stores Inc |
150.00 USD |
20/09/2024 |
Call |
Master data
WKN: |
VM7NLG |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Ross Stores Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
150.00 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: |
50.49 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.28 |
Intrinsic value: |
0.06 |
Implied volatility: |
0.18 |
Historic volatility: |
0.19 |
Parity: |
0.06 |
Time value: |
0.21 |
Break-even: |
138.48 |
Moneyness: |
1.00 |
Premium: |
0.02 |
Premium p.a.: |
0.33 |
Spread abs.: |
0.01 |
Spread %: |
3.85% |
Delta: |
0.57 |
Theta: |
-0.06 |
Omega: |
28.56 |
Rho: |
0.04 |
Quote data
Open: |
0.370 |
High: |
0.370 |
Low: |
0.225 |
Previous Close: |
0.420 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-64.84% |
1 Month |
|
|
-22.41% |
3 Months |
|
|
-13.46% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.570 |
0.225 |
1M High / 1M Low: |
0.760 |
0.186 |
6M High / 6M Low: |
1.300 |
0.186 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.393 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.356 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.483 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
508.90% |
Volatility 6M: |
|
306.16% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |