BVT Call 280 ROG 20.12.2024
/ DE000VM2JVB9
BVT Call 280 ROG 20.12.2024/ DE000VM2JVB9 /
| 08/10/2024 08:44:00 |
Chg.+0.010 |
Bid22:00:35 |
Ask22:00:35 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
+2.78% |
-
Bid Size: - |
-
Ask Size: - |
ROCHE GS |
280.00 CHF |
20/12/2024 |
Call |
Master data
| WKN: |
VM2JVB |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ROCHE GS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
280.00 CHF |
| Maturity: |
20/12/2024 |
| Issue date: |
18/09/2023 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
63.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.23 |
| Parity: |
-2.51 |
| Time value: |
0.43 |
| Break-even: |
302.93 |
| Moneyness: |
0.92 |
| Premium: |
0.11 |
| Premium p.a.: |
0.67 |
| Spread abs.: |
0.08 |
| Spread %: |
22.86% |
| Delta: |
0.25 |
| Theta: |
-0.07 |
| Omega: |
15.89 |
| Rho: |
0.13 |
Quote data
| Open: |
0.370 |
| High: |
0.370 |
| Low: |
0.370 |
| Previous Close: |
0.360 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-47.14% |
| 1 Month |
|
|
-68.38% |
| 3 Months |
|
|
+19.35% |
| YTD |
|
|
-31.48% |
| 1 Year |
|
|
-58.43% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.700 |
0.360 |
| 1M High / 1M Low: |
1.200 |
0.360 |
| 6M High / 6M Low: |
1.990 |
0.119 |
| High (YTD): |
30/07/2024 |
1.990 |
| Low (YTD): |
03/05/2024 |
0.119 |
| 52W High: |
30/07/2024 |
1.990 |
| 52W Low: |
03/05/2024 |
0.119 |
| Avg. price 1W: |
|
0.488 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.650 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.721 |
| Avg. volume 6M: |
|
629.921 |
| Avg. price 1Y: |
|
0.615 |
| Avg. volume 1Y: |
|
637.450 |
| Volatility 1M: |
|
364.88% |
| Volatility 6M: |
|
268.08% |
| Volatility 1Y: |
|
218.67% |
| Volatility 3Y: |
|
- |
