BVT Call 165 ROST 20.09.2024/  DE000VM9EMD0  /

Frankfurt Zert./VONT
7/26/2024  10:31:28 AM Chg.-0.002 Bid12:37:34 PM Ask12:37:34 PM Underlying Strike price Expiration date Option type
0.052EUR -3.70% 0.054
Bid Size: 20,000
0.064
Ask Size: 20,000
Ross Stores Inc 165.00 USD 9/20/2024 Call
 

Master data

WKN: VM9EMD
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Ross Stores Inc
Type: Warrant
Option type: Call
Strike price: 165.00 USD
Maturity: 9/20/2024
Issue date: 1/31/2024
Last trading day: 9/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 220.40
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.19
Parity: -2.20
Time value: 0.06
Break-even: 152.64
Moneyness: 0.86
Premium: 0.17
Premium p.a.: 1.84
Spread abs.: 0.01
Spread %: 20.41%
Delta: 0.09
Theta: -0.02
Omega: 20.47
Rho: 0.02
 

Quote data

Open: 0.052
High: 0.052
Low: 0.052
Previous Close: 0.054
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -23.53%
1 Month
  -57.72%
3 Months
  -48.51%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.072 0.054
1M High / 1M Low: 0.151 0.054
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.064
Avg. volume 1W:   0.000
Avg. price 1M:   0.095
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   209.06%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -