BVT Call 220 MTX 20.09.2024
/ DE000VM4MZR6
BVT Call 220 MTX 20.09.2024/ DE000VM4MZR6 /
| 9/6/2024 8:04:04 PM |
Chg.+0.080 |
Bid9:58:04 PM |
Ask9:58:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.770EUR |
+1.71% |
-
Bid Size: - |
-
Ask Size: - |
MTU AERO ENGINES NA ... |
220.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
VM4MZR |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
MTU AERO ENGINES NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
10/27/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.78 |
| Intrinsic value: |
4.75 |
| Implied volatility: |
1.15 |
| Historic volatility: |
0.27 |
| Parity: |
4.75 |
| Time value: |
0.55 |
| Break-even: |
273.00 |
| Moneyness: |
1.22 |
| Premium: |
0.02 |
| Premium p.a.: |
0.77 |
| Spread abs.: |
0.57 |
| Spread %: |
12.05% |
| Delta: |
0.84 |
| Theta: |
-0.55 |
| Omega: |
4.26 |
| Rho: |
0.06 |
Quote data
| Open: |
4.940 |
| High: |
5.160 |
| Low: |
4.770 |
| Previous Close: |
4.690 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.47% |
| 1 Month |
|
|
+16.06% |
| 3 Months |
|
|
+138.50% |
| YTD |
|
|
+412.90% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.780 |
4.520 |
| 1M High / 1M Low: |
5.180 |
4.100 |
| 6M High / 6M Low: |
5.180 |
1.410 |
| High (YTD): |
8/29/2024 |
5.180 |
| Low (YTD): |
1/3/2024 |
0.920 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.702 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.719 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.890 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
62.72% |
| Volatility 6M: |
|
151.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
