BVT Call 290 SHW 20.09.2024
/ DE000VM76JM2
BVT Call 290 SHW 20.09.2024/ DE000VM76JM2 /
| 16/08/2024 08:13:28 |
Chg.+0.44 |
Bid17:15:08 |
Ask17:15:08 |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.36EUR |
+7.43% |
5.91
Bid Size: 10,000 |
5.93
Ask Size: 10,000 |
Sherwin Williams |
290.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
VM76JM |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Sherwin Williams |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
290.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
09/01/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.15 |
| Intrinsic value: |
6.06 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.19 |
| Parity: |
6.06 |
| Time value: |
0.15 |
| Break-even: |
326.40 |
| Moneyness: |
1.23 |
| Premium: |
0.00 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
0.32% |
| Delta: |
0.96 |
| Theta: |
-0.07 |
| Omega: |
5.04 |
| Rho: |
0.24 |
Quote data
| Open: |
6.36 |
| High: |
6.36 |
| Low: |
6.36 |
| Previous Close: |
5.92 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.74% |
| 1 Month |
|
|
+90.99% |
| 3 Months |
|
|
+78.15% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.92 |
5.14 |
| 1M High / 1M Low: |
6.06 |
3.33 |
| 6M High / 6M Low: |
6.59 |
1.71 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.43 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.95 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.04 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
210.37% |
| Volatility 6M: |
|
153.14% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
