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BVT Call 270 ROG 20.12.2024/  DE000VM2JVL8  /

EUWAX
2024-11-12  8:43:53 AM Chg.-0.020 Bid8:59:10 PM Ask8:59:10 PM Underlying Strike price Expiration date Option type
0.450EUR -4.26% 0.340
Bid Size: 7,500		 0.470
Ask Size: 7,500		 ROCHE GS 270.00 CHF 2024-12-20 Call
 

Master data

WKN: VM2JVL
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: ROCHE GS
Type: Warrant
Option type: Call
Strike price: 270.00 CHF
Maturity: 2024-12-20
Issue date: 2023-09-18
Last trading day: 2024-12-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 47.13
Leverage: Yes

Calculated values

Fair value: 0.63
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.22
Parity: -0.49
Time value: 0.60
Break-even: 293.70
Moneyness: 0.98
Premium: 0.04
Premium p.a.: 0.44
Spread abs.: 0.15
Spread %: 33.33%
Delta: 0.43
Theta: -0.11
Omega: 20.42
Rho: 0.12
 

Quote data

Open: 0.450
High: 0.450
Low: 0.450
Previous Close: 0.470
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -55.00%
1 Month
  -46.43%
3 Months
  -78.26%
YTD
  -41.56%
1 Year
  -28.57%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.000 0.470
1M High / 1M Low: 1.640 0.470
6M High / 6M Low: 2.660 0.260
High (YTD): 2024-07-30 2.660
Low (YTD): 2024-05-03 0.184
52W High: 2024-07-30 2.660
52W Low: 2024-05-03 0.184
Avg. price 1W:   0.698
Avg. volume 1W:   0.000
Avg. price 1M:   1.066
Avg. volume 1M:   0.000
Avg. price 6M:   1.179
Avg. volume 6M:   0.000
Avg. price 1Y:   0.890
Avg. volume 1Y:   0.000
Volatility 1M:   236.42%
Volatility 6M:   247.23%
Volatility 1Y:   210.05%
Volatility 3Y:   -