BVT Call 195 WM 20.09.2024
/ DE000VM72WT9
BVT Call 195 WM 20.09.2024/ DE000VM72WT9 /
| 2024-09-04 8:43:19 AM |
Chg.-0.29 |
Bid12:13:57 PM |
Ask12:13:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.28EUR |
-18.47% |
1.32
Bid Size: 5,000 |
1.38
Ask Size: 5,000 |
Waste Management |
195.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM72WT |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Waste Management |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
195.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-08 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.33 |
| Intrinsic value: |
1.30 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.16 |
| Parity: |
1.30 |
| Time value: |
0.07 |
| Break-even: |
190.19 |
| Moneyness: |
1.07 |
| Premium: |
0.00 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
0.74% |
| Delta: |
0.92 |
| Theta: |
-0.06 |
| Omega: |
12.69 |
| Rho: |
0.07 |
Quote data
| Open: |
1.28 |
| High: |
1.28 |
| Low: |
1.28 |
| Previous Close: |
1.57 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.57% |
| 1 Month |
|
|
+6.67% |
| 3 Months |
|
|
+4.92% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.58 |
1.37 |
| 1M High / 1M Low: |
1.58 |
1.03 |
| 6M High / 6M Low: |
2.84 |
0.72 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.48 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.30 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.79 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
112.40% |
| Volatility 6M: |
|
154.99% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
