BVT Call 165 JNJ 20.09.2024
/ DE000VM3RB01
BVT Call 165 JNJ 20.09.2024/ DE000VM3RB01 /
| 02/09/2024 08:38:17 |
Chg.- |
Bid08:03:01 |
Ask08:03:01 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
- |
0.210
Bid Size: 10,000 |
0.330
Ask Size: 10,000 |
JOHNSON + JOHNSON ... |
165.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
VM3RB0 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
JOHNSON + JOHNSON DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
165.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
10/10/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
53.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.14 |
| Parity: |
-1.48 |
| Time value: |
0.28 |
| Break-even: |
167.80 |
| Moneyness: |
0.91 |
| Premium: |
0.12 |
| Premium p.a.: |
8.49 |
| Spread abs.: |
0.01 |
| Spread %: |
3.70% |
| Delta: |
0.26 |
| Theta: |
-0.18 |
| Omega: |
13.76 |
| Rho: |
0.02 |
Quote data
| Open: |
0.260 |
| High: |
0.260 |
| Low: |
0.260 |
| Previous Close: |
0.192 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+56.63% |
| 1 Month |
|
|
+33.33% |
| 3 Months |
|
|
+276.81% |
| YTD |
|
|
-58.06% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.260 |
0.162 |
| 1M High / 1M Low: |
0.320 |
0.062 |
| 6M High / 6M Low: |
0.720 |
0.030 |
| High (YTD): |
15/01/2024 |
0.870 |
| Low (YTD): |
04/07/2024 |
0.030 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.194 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.161 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.176 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
360.33% |
| Volatility 6M: |
|
487.34% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
