BVT Call 350 SHW 20.09.2024
/ DE000VM7PB82
BVT Call 350 SHW 20.09.2024/ DE000VM7PB82 /
| 9/18/2024 8:48:53 AM |
Chg.+0.01 |
Bid7:38:03 PM |
Ask7:38:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.65EUR |
+0.38% |
2.48
Bid Size: 10,000 |
2.50
Ask Size: 10,000 |
Sherwin Williams |
350.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
VM7PB8 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Sherwin Williams |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
350.00 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: |
12.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.52 |
| Intrinsic value: |
2.52 |
| Implied volatility: |
0.89 |
| Historic volatility: |
0.19 |
| Parity: |
2.52 |
| Time value: |
0.13 |
| Break-even: |
341.19 |
| Moneyness: |
1.08 |
| Premium: |
0.00 |
| Premium p.a.: |
1.03 |
| Spread abs.: |
0.02 |
| Spread %: |
0.76% |
| Delta: |
0.89 |
| Theta: |
-1.10 |
| Omega: |
11.37 |
| Rho: |
0.02 |
Quote data
| Open: |
2.65 |
| High: |
2.65 |
| Low: |
2.65 |
| Previous Close: |
2.64 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+28.64% |
| 1 Month |
|
|
+76.67% |
| 3 Months |
|
|
+754.84% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.64 |
2.06 |
| 1M High / 1M Low: |
2.64 |
1.25 |
| 6M High / 6M Low: |
2.68 |
0.10 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.30 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.69 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.03 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
216.28% |
| Volatility 6M: |
|
305.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
