BVT Call 360 GS 20.09.2024
/ DE000VM3MZS6
BVT Call 360 GS 20.09.2024/ DE000VM3MZS6 /
| 29/07/2024 08:53:53 |
Chg.- |
Bid08:46:04 |
Ask08:46:04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 13.26EUR |
- |
12.44
Bid Size: 2,000 |
12.63
Ask Size: 2,000 |
Goldman Sachs Group ... |
360.00 USD |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
09/10/2023 |
| Last trading day: |
20/09/2024 |
| 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: |
13.26 |
| High: |
13.26 |
| Low: |
13.26 |
| Previous Close: |
12.51 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.95% |
| 1 Month |
|
|
+55.63% |
| 3 Months |
|
|
+78.71% |
| YTD |
|
|
+180.34% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
13.26 |
11.74 |
| 1M High / 1M Low: |
13.40 |
9.11 |
| 6M High / 6M Low: |
13.40 |
3.88 |
| High (YTD): |
18/07/2024 |
13.40 |
| Low (YTD): |
26/01/2024 |
3.83 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
12.34 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
11.39 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
7.46 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
77.30% |
| Volatility 6M: |
|
104.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
