BVT Call 270 ROG 20.09.2024
/ DE000VM3AH87
BVT Call 270 ROG 20.09.2024/ DE000VM3AH87 /
| 2024-08-02 9:47:13 AM |
Chg.-0.15 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.95EUR |
-7.14% |
-
Bid Size: - |
-
Ask Size: - |
ROCHE GS |
270.00 CHF |
2024-09-20 |
Call |
Master data
| WKN: |
VM3AH8 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ROCHE GS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
270.00 CHF |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-04 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.41 |
| Intrinsic value: |
0.64 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.23 |
| Parity: |
0.64 |
| Time value: |
1.53 |
| Break-even: |
308.31 |
| Moneyness: |
1.02 |
| Premium: |
0.05 |
| Premium p.a.: |
0.46 |
| Spread abs.: |
0.18 |
| Spread %: |
9.05% |
| Delta: |
0.60 |
| Theta: |
-0.19 |
| Omega: |
8.10 |
| Rho: |
0.21 |
Quote data
| Open: |
1.95 |
| High: |
1.95 |
| Low: |
1.95 |
| Previous Close: |
2.10 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+29.14% |
| 1 Month |
|
|
+680.00% |
| 3 Months |
|
|
+3150.00% |
| YTD |
|
|
+261.11% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.10 |
1.95 |
| 1M High / 1M Low: |
2.10 |
0.14 |
| 6M High / 6M Low: |
2.10 |
0.06 |
| High (YTD): |
2024-07-31 |
2.10 |
| Low (YTD): |
2024-05-03 |
0.06 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.06 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.01 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.36 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
524.10% |
| Volatility 6M: |
|
317.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
