BVT Call 200 HSY 20.09.2024/  DE000VM7NQ53  /

Frankfurt Zert./VONT
2024-07-26  7:51:16 PM Chg.-0.030 Bid9:59:36 PM Ask9:59:36 PM Underlying Strike price Expiration date Option type
0.460EUR -6.12% -
Bid Size: -
-
Ask Size: -
Hershey Company 200.00 USD 2024-09-20 Call
 

Master data

WKN: VM7NQ5
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Hershey Company
Type: Warrant
Option type: Call
Strike price: 200.00 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: 34.28
Leverage: Yes

Calculated values

Fair value: 0.30
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.18
Parity: -0.60
Time value: 0.52
Break-even: 189.43
Moneyness: 0.97
Premium: 0.06
Premium p.a.: 0.50
Spread abs.: 0.02
Spread %: 4.00%
Delta: 0.41
Theta: -0.07
Omega: 14.22
Rho: 0.10
 

Quote data

Open: 0.470
High: 0.490
Low: 0.460
Previous Close: 0.490
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+58.62%
3 Months
  -36.11%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.490 0.380
1M High / 1M Low: 0.610 0.260
6M High / 6M Low: 1.830 0.260
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.436
Avg. volume 1W:   0.000
Avg. price 1M:   0.371
Avg. volume 1M:   0.000
Avg. price 6M:   0.900
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   243.75%
Volatility 6M:   215.83%
Volatility 1Y:   -
Volatility 3Y:   -