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: |
|
- |
