BVT Call 155 ROST 20.09.2024
/ DE000VM7NK42
BVT Call 155 ROST 20.09.2024/ DE000VM7NK42 /
| 2024-07-26 8:48:20 AM |
Chg.-0.026 |
Bid11:48:34 AM |
Ask11:48:34 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.165EUR |
-13.61% |
0.168
Bid Size: 20,000 |
0.178
Ask Size: 20,000 |
Ross Stores Inc |
155.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM7NK4 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Ross Stores Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
155.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-02 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
77.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.19 |
| Parity: |
-1.28 |
| Time value: |
0.17 |
| Break-even: |
144.51 |
| Moneyness: |
0.91 |
| Premium: |
0.11 |
| Premium p.a.: |
0.99 |
| Spread abs.: |
0.01 |
| Spread %: |
6.37% |
| Delta: |
0.22 |
| Theta: |
-0.04 |
| Omega: |
17.13 |
| Rho: |
0.04 |
Quote data
| Open: |
0.165 |
| High: |
0.165 |
| Low: |
0.165 |
| Previous Close: |
0.191 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.29% |
| 1 Month |
|
|
-50.00% |
| 3 Months |
|
|
-21.80% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.240 |
0.184 |
| 1M High / 1M Low: |
0.410 |
0.184 |
| 6M High / 6M Low: |
1.040 |
0.133 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.208 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.271 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.455 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
239.17% |
| Volatility 6M: |
|
259.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
