BVT Call 180 DB1 20.09.2024
/ DE000VM25YX5
BVT Call 180 DB1 20.09.2024/ DE000VM25YX5 /
30/08/2024 19:45:16 |
Chg.+0.030 |
Bid21:59:33 |
Ask21:59:33 |
Underlying |
Strike price |
Expiration date |
Option type |
2.350EUR |
+1.29% |
- Bid Size: - |
- Ask Size: - |
DEUTSCHE BOERSE NA O... |
180.00 EUR |
20/09/2024 |
Call |
Master data
WKN: |
VM25YX |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
DEUTSCHE BOERSE NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
180.00 EUR |
Maturity: |
20/09/2024 |
Issue date: |
03/10/2023 |
Last trading day: |
20/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
7.93 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.33 |
Intrinsic value: |
2.29 |
Implied volatility: |
0.56 |
Historic volatility: |
0.15 |
Parity: |
2.29 |
Time value: |
0.27 |
Break-even: |
205.60 |
Moneyness: |
1.13 |
Premium: |
0.01 |
Premium p.a.: |
0.27 |
Spread abs.: |
0.17 |
Spread %: |
7.11% |
Delta: |
0.84 |
Theta: |
-0.17 |
Omega: |
6.67 |
Rho: |
0.08 |
Quote data
Open: |
2.370 |
High: |
2.370 |
Low: |
2.330 |
Previous Close: |
2.320 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+25.00% |
1 Month |
|
|
+91.06% |
3 Months |
|
|
+144.79% |
YTD |
|
|
+41.57% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.350 |
1.890 |
1M High / 1M Low: |
2.350 |
0.570 |
6M High / 6M Low: |
2.350 |
0.570 |
High (YTD): |
30/08/2024 |
2.350 |
Low (YTD): |
06/08/2024 |
0.570 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.166 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.400 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.316 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
199.05% |
Volatility 6M: |
|
194.56% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |