BVT Call 190 HSY 20.09.2024
/ DE000VM7NRD4
BVT Call 190 HSY 20.09.2024/ DE000VM7NRD4 /
| 2024-06-27 1:46:53 PM |
Chg.-0.010 |
Bid3:37:06 PM |
Ask3:37:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.590EUR |
-1.67% |
0.570
Bid Size: 37,000 |
0.590
Ask Size: 37,000 |
Hershey Company |
190.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM7NRD |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Hershey Company |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
190.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-02 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
29.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.41 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.19 |
| Parity: |
-0.65 |
| Time value: |
0.59 |
| Break-even: |
183.80 |
| Moneyness: |
0.96 |
| Premium: |
0.07 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.02 |
| Spread %: |
3.51% |
| Delta: |
0.43 |
| Theta: |
-0.05 |
| Omega: |
12.39 |
| Rho: |
0.16 |
Quote data
| Open: |
0.550 |
| High: |
0.590 |
| Low: |
0.550 |
| Previous Close: |
0.600 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.28% |
| 1 Month |
|
|
-58.45% |
| 3 Months |
|
|
-61.94% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.710 |
0.560 |
| 1M High / 1M Low: |
1.670 |
0.560 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.634 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.039 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
187.36% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
