BVT Call 340 SHW 20.09.2024
/ DE000VM7PBU7
BVT Call 340 SHW 20.09.2024/ DE000VM7PBU7 /
| 18/09/2024 08:48:55 |
Chg.0.00 |
Bid20:39:04 |
Ask20:39:04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.52EUR |
0.00% |
3.46
Bid Size: 10,000 |
3.48
Ask Size: 10,000 |
Sherwin Williams |
340.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
VM7PBU |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Sherwin Williams |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
340.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
02/01/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.42 |
| Intrinsic value: |
3.42 |
| Implied volatility: |
1.05 |
| Historic volatility: |
0.19 |
| Parity: |
3.42 |
| Time value: |
0.10 |
| Break-even: |
340.90 |
| Moneyness: |
1.11 |
| Premium: |
0.00 |
| Premium p.a.: |
0.74 |
| Spread abs.: |
0.02 |
| Spread %: |
0.57% |
| Delta: |
0.92 |
| Theta: |
-1.00 |
| Omega: |
8.89 |
| Rho: |
0.02 |
Quote data
| Open: |
3.52 |
| High: |
3.52 |
| Low: |
3.52 |
| Previous Close: |
3.52 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.55% |
| 1 Month |
|
|
+62.96% |
| 3 Months |
|
|
+665.22% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.52 |
2.92 |
| 1M High / 1M Low: |
3.52 |
1.87 |
| 6M High / 6M Low: |
3.52 |
0.19 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.17 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.45 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.41 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
165.20% |
| Volatility 6M: |
|
268.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
