BVT Call 320 SHW 20.09.2024
/ DE000VM7PB58
BVT Call 320 SHW 20.09.2024/ DE000VM7PB58 /
2024-08-16 4:54:44 PM |
Chg.-0.320 |
Bid7:13:11 PM |
Ask7:13:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.310EUR |
-8.82% |
3.370 Bid Size: 11,000 |
3.390 Ask Size: 11,000 |
Sherwin Williams |
320.00 USD |
2024-09-20 |
Call |
Master data
WKN: |
VM7PB5 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Sherwin Williams |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
320.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2024-01-02 |
Last trading day: |
2024-09-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
8.93 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.45 |
Intrinsic value: |
3.32 |
Implied volatility: |
0.33 |
Historic volatility: |
0.19 |
Parity: |
3.32 |
Time value: |
0.32 |
Break-even: |
328.04 |
Moneyness: |
1.11 |
Premium: |
0.01 |
Premium p.a.: |
0.11 |
Spread abs.: |
0.02 |
Spread %: |
0.55% |
Delta: |
0.87 |
Theta: |
-0.12 |
Omega: |
7.80 |
Rho: |
0.24 |
Quote data
Open: |
3.720 |
High: |
3.720 |
Low: |
3.310 |
Previous Close: |
3.630 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+12.97% |
1 Month |
|
|
+89.14% |
3 Months |
|
|
+99.40% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.630 |
2.760 |
1M High / 1M Low: |
3.630 |
1.480 |
6M High / 6M Low: |
4.510 |
0.560 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.120 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.770 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.236 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
304.71% |
Volatility 6M: |
|
206.64% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |