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: |
|
- |
