BVT Call 340 SHW 20.09.2024
/ DE000VM7PBU7
BVT Call 340 SHW 20.09.2024/ DE000VM7PBU7 /
| 8/16/2024 8:49:34 AM |
Chg.+0.27 |
Bid8:23:45 PM |
Ask8:23:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.16EUR |
+14.29% |
1.84
Bid Size: 12,000 |
1.86
Ask Size: 12,000 |
Sherwin Williams |
340.00 USD |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
1/2/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.82 |
| Intrinsic value: |
1.50 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.19 |
| Parity: |
1.50 |
| Time value: |
0.56 |
| Break-even: |
330.47 |
| Moneyness: |
1.05 |
| Premium: |
0.02 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.02 |
| Spread %: |
0.98% |
| Delta: |
0.74 |
| Theta: |
-0.15 |
| Omega: |
11.66 |
| Rho: |
0.21 |
Quote data
| Open: |
2.16 |
| High: |
2.16 |
| Low: |
2.16 |
| Previous Close: |
1.89 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+40.26% |
| 1 Month |
|
|
+195.89% |
| 3 Months |
|
|
+120.41% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.89 |
1.45 |
| 1M High / 1M Low: |
2.04 |
0.73 |
| 6M High / 6M Low: |
3.32 |
0.19 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.65 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.47 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.38 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
391.94% |
| Volatility 6M: |
|
265.34% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
