BVT Call 290 SHW 20.09.2024
/ DE000VM76JM2
BVT Call 290 SHW 20.09.2024/ DE000VM76JM2 /
| 17/07/2024 08:12:37 |
Chg.+0.57 |
Bid22:00:38 |
Ask22:00:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.90EUR |
+17.12% |
-
Bid Size: - |
-
Ask Size: - |
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: |
7.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.55 |
| Intrinsic value: |
3.34 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.18 |
| Parity: |
3.34 |
| Time value: |
0.60 |
| Break-even: |
305.40 |
| Moneyness: |
1.13 |
| Premium: |
0.02 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
0.51% |
| Delta: |
0.83 |
| Theta: |
-0.11 |
| Omega: |
6.27 |
| Rho: |
0.37 |
Quote data
| Open: |
3.90 |
| High: |
3.90 |
| Low: |
3.90 |
| Previous Close: |
3.33 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+98.98% |
| 1 Month |
|
|
+88.41% |
| 3 Months |
|
|
+5.69% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.36 |
1.96 |
| 1M High / 1M Low: |
3.36 |
1.71 |
| 6M High / 6M Low: |
6.59 |
1.71 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.82 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.23 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.86 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
196.32% |
| Volatility 6M: |
|
130.02% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
