BVT Call 260 AP3 20.09.2024
/ DE000VM8GP45
BVT Call 260 AP3 20.09.2024/ DE000VM8GP45 /
2024-07-26 8:54:04 AM |
Chg.-0.04 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.23EUR |
-3.15% |
- Bid Size: - |
- Ask Size: - |
AIR PROD. CHEM. ... |
260.00 - |
2024-09-20 |
Call |
Master data
WKN: |
VM8GP4 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
AIR PROD. CHEM. DL 1 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
260.00 - |
Maturity: |
2024-09-20 |
Issue date: |
2024-01-15 |
Last trading day: |
2024-09-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
18.64 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.35 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.54 |
Historic volatility: |
0.26 |
Parity: |
-1.96 |
Time value: |
1.29 |
Break-even: |
272.90 |
Moneyness: |
0.92 |
Premium: |
0.14 |
Premium p.a.: |
1.32 |
Spread abs.: |
0.02 |
Spread %: |
1.57% |
Delta: |
0.40 |
Theta: |
-0.18 |
Omega: |
7.52 |
Rho: |
0.13 |
Quote data
Open: |
1.23 |
High: |
1.23 |
Low: |
1.23 |
Previous Close: |
1.27 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-20.65% |
1 Month |
|
|
-10.87% |
3 Months |
|
|
+44.71% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.35 |
0.76 |
1M High / 1M Low: |
1.81 |
0.74 |
6M High / 6M Low: |
2.79 |
0.45 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.12 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.15 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.25 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
315.99% |
Volatility 6M: |
|
231.40% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |