BVT Call 190 HSY 20.09.2024
/ DE000VM7NRD4
BVT Call 190 HSY 20.09.2024/ DE000VM7NRD4 /
| 7/12/2024 7:47:52 PM |
Chg.+0.070 |
Bid9:59:53 PM |
Ask9:59:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.730EUR |
+10.61% |
-
Bid Size: - |
-
Ask Size: - |
Hershey Company |
190.00 USD |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
1/2/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
25.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.47 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.18 |
| Parity: |
-0.30 |
| Time value: |
0.68 |
| Break-even: |
181.53 |
| Moneyness: |
0.98 |
| Premium: |
0.06 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.02 |
| Spread %: |
3.03% |
| Delta: |
0.49 |
| Theta: |
-0.06 |
| Omega: |
12.27 |
| Rho: |
0.15 |
Quote data
| Open: |
0.680 |
| High: |
0.740 |
| Low: |
0.680 |
| Previous Close: |
0.660 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+40.38% |
| 1 Month |
|
|
-7.59% |
| 3 Months |
|
|
-37.07% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.730 |
0.510 |
| 1M High / 1M Low: |
0.850 |
0.510 |
| 6M High / 6M Low: |
2.410 |
0.510 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.610 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.616 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.425 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
184.83% |
| Volatility 6M: |
|
168.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
