BVT Call 360 HD 20.09.2024
/ DE000VM7N867
BVT Call 360 HD 20.09.2024/ DE000VM7N867 /
| 24/07/2024 19:52:49 |
Chg.-0.370 |
Bid21:59:51 |
Ask21:59:51 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.100EUR |
-25.17% |
-
Bid Size: - |
-
Ask Size: - |
Home Depot Inc |
360.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
VM7N86 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Home Depot Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
360.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
02/01/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
25.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.18 |
| Parity: |
-0.04 |
| Time value: |
1.32 |
| Break-even: |
345.00 |
| Moneyness: |
1.00 |
| Premium: |
0.04 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.01 |
| Spread %: |
0.76% |
| Delta: |
0.54 |
| Theta: |
-0.12 |
| Omega: |
13.53 |
| Rho: |
0.26 |
Quote data
| Open: |
1.240 |
| High: |
1.250 |
| Low: |
1.100 |
| Previous Close: |
1.470 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
-43.88% |
| 1 Month |
|
|
+96.43% |
| 3 Months |
|
|
+22.22% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.960 |
1.100 |
| 1M High / 1M Low: |
2.170 |
0.460 |
| 6M High / 6M Low: |
4.670 |
0.350 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.498 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.020 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.821 |
| Avg. volume 6M: |
|
157.480 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
386.74% |
| Volatility 6M: |
|
253.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
