BVT Call 155 JNJ 20.09.2024
/ DE000VM3RBR8
BVT Call 155 JNJ 20.09.2024/ DE000VM3RBR8 /
| 2024-07-26 8:04:22 PM |
Chg.+0.110 |
Bid9:59:00 PM |
Ask9:59:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.800EUR |
+15.94% |
-
Bid Size: - |
-
Ask Size: - |
JOHNSON + JOHNSON ... |
155.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
VM3RBR |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
JOHNSON + JOHNSON DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
155.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-10 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
19.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.14 |
| Parity: |
-0.70 |
| Time value: |
0.76 |
| Break-even: |
162.60 |
| Moneyness: |
0.95 |
| Premium: |
0.10 |
| Premium p.a.: |
0.87 |
| Spread abs.: |
0.01 |
| Spread %: |
1.33% |
| Delta: |
0.44 |
| Theta: |
-0.10 |
| Omega: |
8.57 |
| Rho: |
0.09 |
Quote data
| Open: |
0.700 |
| High: |
0.800 |
| Low: |
0.700 |
| Previous Close: |
0.690 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+90.48% |
| 1 Month |
|
|
+390.80% |
| 3 Months |
|
|
+185.71% |
| YTD |
|
|
-27.93% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.800 |
0.290 |
| 1M High / 1M Low: |
0.800 |
0.140 |
| 6M High / 6M Low: |
1.320 |
0.140 |
| High (YTD): |
2024-01-22 |
1.430 |
| Low (YTD): |
2024-07-03 |
0.140 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.518 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.306 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.570 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
559.46% |
| Volatility 6M: |
|
295.24% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
