BVT Call 155 FSLR 20.09.2024
/ DE000VM3L0Z6
BVT Call 155 FSLR 20.09.2024/ DE000VM3L0Z6 /
9/4/2024 10:33:12 AM |
Chg.-0.100 |
Bid12:15:38 PM |
Ask12:15:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
5.250EUR |
-1.87% |
5.290 Bid Size: 5,000 |
5.350 Ask Size: 5,000 |
First Solar Inc |
155.00 USD |
9/20/2024 |
Call |
Master data
WKN: |
VM3L0Z |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
First Solar Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
155.00 USD |
Maturity: |
9/20/2024 |
Issue date: |
10/9/2023 |
Last trading day: |
9/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.62 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.25 |
Intrinsic value: |
5.23 |
Implied volatility: |
0.94 |
Historic volatility: |
0.45 |
Parity: |
5.23 |
Time value: |
0.09 |
Break-even: |
193.49 |
Moneyness: |
1.37 |
Premium: |
0.00 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.01 |
Spread %: |
0.19% |
Delta: |
0.96 |
Theta: |
-0.12 |
Omega: |
3.46 |
Rho: |
0.06 |
Quote data
Open: |
5.250 |
High: |
5.250 |
Low: |
5.250 |
Previous Close: |
5.350 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-19.85% |
1 Month |
|
|
-4.72% |
3 Months |
|
|
-51.21% |
YTD |
|
|
+37.80% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.630 |
5.350 |
1M High / 1M Low: |
7.400 |
5.110 |
6M High / 6M Low: |
13.860 |
1.620 |
High (YTD): |
6/12/2024 |
13.860 |
Low (YTD): |
3/19/2024 |
1.620 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
6.310 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
6.272 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
6.008 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
153.90% |
Volatility 6M: |
|
183.47% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |