BVT Call 280 ROG 20.09.2024
/ DE000VM3AHV3
BVT Call 280 ROG 20.09.2024/ DE000VM3AHV3 /
| 2024-08-02 8:03:50 PM |
Chg.-0.300 |
Bid9:59:55 PM |
Ask9:59:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.930EUR |
-24.39% |
-
Bid Size: - |
-
Ask Size: - |
ROCHE GS |
280.00 CHF |
2024-09-20 |
Call |
Master data
| WKN: |
VM3AHV |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ROCHE GS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
280.00 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: |
21.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.85 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.23 |
| Parity: |
-0.42 |
| Time value: |
1.37 |
| Break-even: |
310.93 |
| Moneyness: |
0.99 |
| Premium: |
0.06 |
| Premium p.a.: |
0.56 |
| Spread abs.: |
0.14 |
| Spread %: |
11.38% |
| Delta: |
0.50 |
| Theta: |
-0.17 |
| Omega: |
10.61 |
| Rho: |
0.18 |
Quote data
| Open: |
1.100 |
| High: |
1.120 |
| Low: |
0.880 |
| Previous Close: |
1.230 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-32.12% |
| 1 Month |
|
|
+694.87% |
| 3 Months |
|
|
+2168.29% |
| YTD |
|
|
+138.46% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.290 |
0.930 |
| 1M High / 1M Low: |
1.370 |
0.106 |
| 6M High / 6M Low: |
1.370 |
0.033 |
| High (YTD): |
2024-07-26 |
1.370 |
| Low (YTD): |
2024-05-02 |
0.033 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.196 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.656 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.241 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
674.37% |
| Volatility 6M: |
|
373.79% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
