BVT Call 300 SHW 20.06.2025
/ DE000VD9NWU5
BVT Call 300 SHW 20.06.2025/ DE000VD9NWU5 /
8/16/2024 8:48:04 AM |
Chg.+0.32 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
7.76EUR |
+4.30% |
- Bid Size: - |
- Ask Size: - |
Sherwin Williams |
300.00 USD |
6/20/2025 |
Call |
Master data
WKN: |
VD9NWU |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Sherwin Williams |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
300.00 USD |
Maturity: |
6/20/2025 |
Issue date: |
7/10/2024 |
Last trading day: |
6/20/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.23 |
Leverage: |
Yes |
Calculated values
Fair value: |
6.29 |
Intrinsic value: |
5.15 |
Implied volatility: |
0.37 |
Historic volatility: |
0.19 |
Parity: |
5.15 |
Time value: |
2.53 |
Break-even: |
350.21 |
Moneyness: |
1.19 |
Premium: |
0.08 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.02 |
Spread %: |
0.26% |
Delta: |
0.78 |
Theta: |
-0.07 |
Omega: |
3.29 |
Rho: |
1.48 |
Quote data
Open: |
7.76 |
High: |
7.76 |
Low: |
7.76 |
Previous Close: |
7.44 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+11.49% |
1 Month |
|
|
+55.51% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
7.44 |
6.94 |
1M High / 1M Low: |
7.65 |
4.99 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
7.13 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
6.65 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
125.77% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |