BVT Call 28 HPQ 20.09.2024
/ DE000VM3MXU7
BVT Call 28 HPQ 20.09.2024/ DE000VM3MXU7 /
| 2024-07-26 7:43:43 PM |
Chg.-0.030 |
Bid9:59:41 PM |
Ask9:59:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.810EUR |
-3.57% |
-
Bid Size: - |
-
Ask Size: - |
HP Inc |
28.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM3MXU |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
HP Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
28.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-09 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.78 |
| Intrinsic value: |
0.77 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.26 |
| Parity: |
0.77 |
| Time value: |
0.04 |
| Break-even: |
33.89 |
| Moneyness: |
1.30 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
1.25% |
| Delta: |
0.92 |
| Theta: |
-0.01 |
| Omega: |
3.80 |
| Rho: |
0.03 |
Quote data
| Open: |
0.830 |
| High: |
0.830 |
| Low: |
0.800 |
| Previous Close: |
0.840 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.81% |
| 1 Month |
|
|
+19.12% |
| 3 Months |
|
|
+300.99% |
| YTD |
|
|
+107.69% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.940 |
0.810 |
| 1M High / 1M Low: |
0.970 |
0.650 |
| 6M High / 6M Low: |
1.050 |
0.174 |
| High (YTD): |
2024-05-30 |
1.050 |
| Low (YTD): |
2024-05-02 |
0.174 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.892 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.799 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.470 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
87.89% |
| Volatility 6M: |
|
188.72% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
