BVT Call 360 GS 20.09.2024
/ DE000VM3MZS6
BVT Call 360 GS 20.09.2024/ DE000VM3MZS6 /
| 7/5/2024 8:55:19 AM |
Chg.+0.14 |
Bid10:00:03 PM |
Ask10:00:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.48EUR |
+1.35% |
-
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: |
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: |
10.48 |
| High: |
10.48 |
| Low: |
10.48 |
| Previous Close: |
10.34 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.00% |
| 1 Month |
|
|
+8.71% |
| 3 Months |
|
|
+83.86% |
| YTD |
|
|
+121.56% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
10.48 |
9.11 |
| 1M High / 1M Low: |
10.48 |
8.52 |
| 6M High / 6M Low: |
10.66 |
3.83 |
| High (YTD): |
5/20/2024 |
10.66 |
| Low (YTD): |
1/26/2024 |
3.83 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
10.02 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
9.32 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.49 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
89.48% |
| Volatility 6M: |
|
106.94% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
