BVT Call 360 GS 20.09.2024
/ DE000VM3MZS6
BVT Call 360 GS 20.09.2024/ DE000VM3MZS6 /
2024-07-05 7:45:59 PM |
Chg.-0.820 |
Bid9:59:51 PM |
Ask9:59:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
9.800EUR |
-7.72% |
- Bid Size: - |
- Ask Size: - |
Goldman Sachs Group ... |
360.00 USD |
2024-09-20 |
Call |
Master data
WKN: |
VM3MZS |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Goldman Sachs Group Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
360.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2023-10-09 |
Last trading day: |
2024-09-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.27 |
Leverage: |
Yes |
Calculated values
Fair value: |
9.91 |
Intrinsic value: |
9.66 |
Implied volatility: |
0.35 |
Historic volatility: |
0.19 |
Parity: |
9.66 |
Time value: |
0.37 |
Break-even: |
432.42 |
Moneyness: |
1.29 |
Premium: |
0.01 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.03 |
Spread %: |
0.30% |
Delta: |
0.96 |
Theta: |
-0.07 |
Omega: |
4.10 |
Rho: |
0.65 |
Quote data
Open: |
10.470 |
High: |
10.470 |
Low: |
9.750 |
Previous Close: |
10.620 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+8.29% |
1 Month |
|
|
+1.98% |
3 Months |
|
|
+70.43% |
YTD |
|
|
+108.51% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
10.620 |
9.800 |
1M High / 1M Low: |
10.620 |
8.530 |
6M High / 6M Low: |
10.630 |
3.780 |
High (YTD): |
2024-05-21 |
10.630 |
Low (YTD): |
2024-01-26 |
3.780 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
10.102 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
9.381 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
6.555 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
84.11% |
Volatility 6M: |
|
110.99% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |