BVT Call 270 ROG 20.12.2024
/ DE000VM2JVL8
BVT Call 270 ROG 20.12.2024/ DE000VM2JVL8 /
| 2024-08-02 9:50:26 AM |
Chg.-0.12 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.53EUR |
-4.53% |
-
Bid Size: - |
-
Ask Size: - |
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: |
10.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.20 |
| Intrinsic value: |
0.64 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.23 |
| Parity: |
0.64 |
| Time value: |
2.07 |
| Break-even: |
313.71 |
| Moneyness: |
1.02 |
| Premium: |
0.07 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.16 |
| Spread %: |
6.27% |
| Delta: |
0.61 |
| Theta: |
-0.09 |
| Omega: |
6.62 |
| Rho: |
0.58 |
Quote data
| Open: |
2.53 |
| High: |
2.53 |
| Low: |
2.53 |
| Previous Close: |
2.65 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.05% |
| 1 Month |
|
|
+336.21% |
| 3 Months |
|
|
+1305.56% |
| YTD |
|
|
+228.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.66 |
2.53 |
| 1M High / 1M Low: |
2.66 |
0.41 |
| 6M High / 6M Low: |
2.66 |
0.18 |
| High (YTD): |
2024-07-30 |
2.66 |
| Low (YTD): |
2024-05-03 |
0.18 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.62 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.45 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.62 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
319.94% |
| Volatility 6M: |
|
207.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
