BVT Call 200 WM 20.09.2024
/ DE000VM72XF6
BVT Call 200 WM 20.09.2024/ DE000VM72XF6 /
| 2024-08-01 8:44:09 AM |
Chg.+0.070 |
Bid2:31:54 PM |
Ask2:31:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
+10.77% |
0.700
Bid Size: 10,000 |
0.730
Ask Size: 10,000 |
Waste Management |
200.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM72XF |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Waste Management |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 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: |
27.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.62 |
| Intrinsic value: |
0.25 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.16 |
| Parity: |
0.25 |
| Time value: |
0.44 |
| Break-even: |
191.68 |
| Moneyness: |
1.01 |
| Premium: |
0.02 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.01 |
| Spread %: |
1.47% |
| Delta: |
0.62 |
| Theta: |
-0.06 |
| Omega: |
16.78 |
| Rho: |
0.15 |
Quote data
| Open: |
0.720 |
| High: |
0.720 |
| Low: |
0.720 |
| Previous Close: |
0.650 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-45.45% |
| 1 Month |
|
|
-59.09% |
| 3 Months |
|
|
-61.08% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.320 |
0.460 |
| 1M High / 1M Low: |
2.410 |
0.460 |
| 6M High / 6M Low: |
2.410 |
0.460 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.718 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.535 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.486 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
293.50% |
| Volatility 6M: |
|
187.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
