BVT Call 230 ROG 20.09.2024
/ DE000VM4KE87
BVT Call 230 ROG 20.09.2024/ DE000VM4KE87 /
| 2024-07-09 4:50:32 PM |
Chg.+0.090 |
Bid6:53:24 PM |
Ask6:53:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.900EUR |
+4.97% |
1.980
Bid Size: 2,000 |
2.200
Ask Size: 2,000 |
ROCHE GS |
230.00 CHF |
2024-09-20 |
Call |
Master data
| WKN: |
VM4KE8 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ROCHE GS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
230.00 CHF |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-25 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.77 |
| Intrinsic value: |
1.20 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.21 |
| Parity: |
1.20 |
| Time value: |
0.89 |
| Break-even: |
257.66 |
| Moneyness: |
1.05 |
| Premium: |
0.04 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.27 |
| Spread %: |
14.84% |
| Delta: |
0.69 |
| Theta: |
-0.10 |
| Omega: |
8.20 |
| Rho: |
0.30 |
Quote data
| Open: |
1.970 |
| High: |
2.120 |
| Low: |
1.900 |
| Previous Close: |
1.810 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.67% |
| 1 Month |
|
|
+3.26% |
| 3 Months |
|
|
+120.93% |
| YTD |
|
|
-13.64% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.280 |
1.810 |
| 1M High / 1M Low: |
2.890 |
1.670 |
| 6M High / 6M Low: |
3.020 |
0.470 |
| High (YTD): |
2024-01-04 |
3.110 |
| Low (YTD): |
2024-05-02 |
0.470 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.964 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.248 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.466 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
121.48% |
| Volatility 6M: |
|
191.91% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
