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: |
|
- |