BVT Call 1850 MELI 20.09.2024
/ DE000VM7SQW5
BVT Call 1850 MELI 20.09.2024/ DE000VM7SQW5 /
| 8/30/2024 7:41:11 PM |
Chg.+0.220 |
Bid9:59:58 PM |
Ask9:59:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.950EUR |
+12.72% |
-
Bid Size: - |
-
Ask Size: - |
MercadoLibre Inc |
1,850.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
VM7SQW |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
MercadoLibre Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1,850.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
1/3/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.98 |
| Intrinsic value: |
1.92 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.29 |
| Parity: |
1.92 |
| Time value: |
0.16 |
| Break-even: |
1,882.62 |
| Moneyness: |
1.11 |
| Premium: |
0.01 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.02 |
| Spread %: |
0.97% |
| Delta: |
0.87 |
| Theta: |
-1.16 |
| Omega: |
7.80 |
| Rho: |
0.78 |
Quote data
| Open: |
1.780 |
| High: |
2.000 |
| Low: |
1.760 |
| Previous Close: |
1.730 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.20% |
| 1 Month |
|
|
+650.00% |
| 3 Months |
|
|
+137.80% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.950 |
1.550 |
| 1M High / 1M Low: |
1.950 |
0.260 |
| 6M High / 6M Low: |
1.950 |
0.224 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.748 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.311 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.709 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
513.90% |
| Volatility 6M: |
|
309.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
