BVT Call 170 WM 20.09.2024
/ DE000VM3RCF1
BVT Call 170 WM 20.09.2024/ DE000VM3RCF1 /
2024-09-04 10:10:47 AM |
Chg.-0.060 |
Bid12:21:18 PM |
Ask12:21:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.550EUR |
-1.66% |
3.560 Bid Size: 5,000 |
3.620 Ask Size: 5,000 |
Waste Management |
170.00 USD |
2024-09-20 |
Call |
Master data
WKN: |
VM3RCF |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Waste Management |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
170.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2023-10-10 |
Last trading day: |
2024-09-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.25 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.59 |
Intrinsic value: |
3.57 |
Implied volatility: |
0.52 |
Historic volatility: |
0.16 |
Parity: |
3.57 |
Time value: |
0.04 |
Break-even: |
189.97 |
Moneyness: |
1.23 |
Premium: |
0.00 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.01 |
Spread %: |
0.28% |
Delta: |
0.98 |
Theta: |
-0.05 |
Omega: |
5.12 |
Rho: |
0.07 |
Quote data
Open: |
3.550 |
High: |
3.550 |
Low: |
3.550 |
Previous Close: |
3.610 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-0.84% |
1 Month |
|
|
+4.11% |
3 Months |
|
|
+7.58% |
YTD |
|
|
+97.22% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.800 |
3.580 |
1M High / 1M Low: |
3.800 |
2.960 |
6M High / 6M Low: |
5.070 |
2.690 |
High (YTD): |
2024-07-18 |
5.070 |
Low (YTD): |
2024-01-08 |
1.700 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.658 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.455 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.843 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
84.19% |
Volatility 6M: |
|
82.43% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |