BVT Call 160 ROST 20.09.2024
/ DE000VM7NK00
BVT Call 160 ROST 20.09.2024/ DE000VM7NK00 /
| 2024-07-25 8:46:57 AM |
Chg.+0.013 |
Bid9:18:07 PM |
Ask9:18:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.119EUR |
+12.26% |
0.094
Bid Size: 80,000 |
0.104
Ask Size: 80,000 |
Ross Stores Inc |
160.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM7NK0 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Ross Stores Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 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: |
100.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.19 |
| Parity: |
-1.65 |
| Time value: |
0.13 |
| Break-even: |
148.93 |
| Moneyness: |
0.89 |
| Premium: |
0.14 |
| Premium p.a.: |
1.26 |
| Spread abs.: |
0.01 |
| Spread %: |
8.33% |
| Delta: |
0.17 |
| Theta: |
-0.04 |
| Omega: |
17.38 |
| Rho: |
0.03 |
Quote data
| Open: |
0.119 |
| High: |
0.119 |
| Low: |
0.119 |
| Previous Close: |
0.106 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-38.66% |
| 1 Month |
|
|
-50.42% |
| 3 Months |
|
|
-16.78% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.194 |
0.106 |
| 1M High / 1M Low: |
0.250 |
0.106 |
| 6M High / 6M Low: |
0.820 |
0.086 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.138 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.171 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.335 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
257.72% |
| Volatility 6M: |
|
277.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
