BVT Call 32 HPQ 20.09.2024
/ DE000VM3MZR8
BVT Call 32 HPQ 20.09.2024/ DE000VM3MZR8 /
| 2024-07-26 7:51:11 PM |
Chg.-0.040 |
Bid9:59:43 PM |
Ask9:59:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.460EUR |
-8.00% |
-
Bid Size: - |
-
Ask Size: - |
HP Inc |
32.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM3MZR |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
HP Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
32.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-09 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.40 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.26 |
| Parity: |
0.40 |
| Time value: |
0.07 |
| Break-even: |
34.18 |
| Moneyness: |
1.14 |
| Premium: |
0.02 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
2.17% |
| Delta: |
0.82 |
| Theta: |
-0.01 |
| Omega: |
5.86 |
| Rho: |
0.03 |
Quote data
| Open: |
0.490 |
| High: |
0.490 |
| Low: |
0.450 |
| Previous Close: |
0.500 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.54% |
| 1 Month |
|
|
+27.78% |
| 3 Months |
|
|
+566.67% |
| YTD |
|
|
+154.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.590 |
0.460 |
| 1M High / 1M Low: |
0.620 |
0.330 |
| 6M High / 6M Low: |
0.710 |
0.057 |
| High (YTD): |
2024-05-30 |
0.710 |
| Low (YTD): |
2024-05-02 |
0.057 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.544 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.463 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.242 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
134.93% |
| Volatility 6M: |
|
295.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
