BVT Call 240 CRM 18.10.2024
/ DE000VD68MR1
BVT Call 240 CRM 18.10.2024/ DE000VD68MR1 /
| 11/10/2024 09:57:53 |
Chg.-0.14 |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.55EUR |
-2.99% |
-
Bid Size: - |
-
Ask Size: - |
Salesforce Inc |
240.00 USD |
18/10/2024 |
Call |
Master data
| WKN: |
VD68MR |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Salesforce Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 USD |
| Maturity: |
18/10/2024 |
| Issue date: |
04/06/2024 |
| Last trading day: |
18/10/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.60 |
| Intrinsic value: |
4.59 |
| Implied volatility: |
0.77 |
| Historic volatility: |
0.31 |
| Parity: |
4.59 |
| Time value: |
0.05 |
| Break-even: |
265.91 |
| Moneyness: |
1.21 |
| Premium: |
0.00 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
0.22% |
| Delta: |
0.97 |
| Theta: |
-0.17 |
| Omega: |
5.53 |
| Rho: |
0.04 |
Quote data
| Open: |
4.55 |
| High: |
4.55 |
| Low: |
4.55 |
| Previous Close: |
4.69 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.69% |
| 1 Month |
|
|
+209.52% |
| 3 Months |
|
|
+104.96% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.69 |
4.05 |
| 1M High / 1M Low: |
4.69 |
1.47 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.41 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.91 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
216.27% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
