BVT Call 360 GS 20.09.2024/  DE000VM3MZS6  /

Frankfurt Zert./VONT
7/30/2024  7:43:31 PM Chg.+1.050 Bid9:59:52 PM Ask9:59:52 PM Underlying Strike price Expiration date Option type
13.670EUR +8.32% -
Bid Size: -
-
Ask Size: -
Goldman Sachs Group ... 360.00 USD 9/20/2024 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: 9/20/2024
Issue date: 10/9/2023
Last trading day: 9/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.65
Leverage: Yes

Calculated values

Fair value: 12.44
Intrinsic value: 12.27
Implied volatility: 0.42
Historic volatility: 0.19
Parity: 12.27
Time value: 0.22
Break-even: 457.64
Moneyness: 1.37
Premium: 0.00
Premium p.a.: 0.03
Spread abs.: 0.03
Spread %: 0.24%
Delta: 0.98
Theta: -0.06
Omega: 3.58
Rho: 0.46
 

Quote data

Open: 12.440
High: 13.790
Low: 12.440
Previous Close: 12.620
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+9.71%
1 Month  
+51.05%
3 Months  
+89.86%
YTD  
+190.85%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 12.980 12.410
1M High / 1M Low: 13.320 9.800
6M High / 6M Low: 13.320 3.850
High (YTD): 7/16/2024 13.320
Low (YTD): 1/26/2024 3.780
52W High: - -
52W Low: - -
Avg. price 1W:   12.598
Avg. volume 1W:   0.000
Avg. price 1M:   11.565
Avg. volume 1M:   0.000
Avg. price 6M:   7.553
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   81.60%
Volatility 6M:   107.39%
Volatility 1Y:   -
Volatility 3Y:   -