BVT Call 160 DB1 20.09.2024
/ DE000VM25XV1
BVT Call 160 DB1 20.09.2024/ DE000VM25XV1 /
| 2024-07-26 7:51:17 PM |
Chg.0.000 |
Bid8:00:17 PM |
Ask8:00:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.010EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
DEUTSCHE BOERSE NA O... |
160.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
VM25XV |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
DEUTSCHE BOERSE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-03 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.90 |
| Intrinsic value: |
2.82 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.15 |
| Parity: |
2.82 |
| Time value: |
0.31 |
| Break-even: |
191.20 |
| Moneyness: |
1.18 |
| Premium: |
0.02 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.15 |
| Spread %: |
5.05% |
| Delta: |
0.87 |
| Theta: |
-0.07 |
| Omega: |
5.23 |
| Rho: |
0.20 |
Quote data
| Open: |
3.000 |
| High: |
3.040 |
| Low: |
2.960 |
| Previous Close: |
3.010 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.15% |
| 1 Month |
|
|
-13.26% |
| 3 Months |
|
|
+21.37% |
| YTD |
|
|
-5.64% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.410 |
2.890 |
| 1M High / 1M Low: |
3.630 |
2.870 |
| 6M High / 6M Low: |
3.680 |
2.140 |
| High (YTD): |
2024-02-29 |
3.680 |
| Low (YTD): |
2024-05-14 |
2.140 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.096 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.180 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.003 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
104.39% |
| Volatility 6M: |
|
99.86% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
