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: |
|
- |