BVT Call 370 HD 20.09.2024
/ DE000VM7N842
BVT Call 370 HD 20.09.2024/ DE000VM7N842 /
2024-08-28 8:03:59 PM |
Chg.-0.140 |
Bid9:59:40 PM |
Ask9:59:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.650EUR |
-17.72% |
- Bid Size: - |
- Ask Size: - |
Home Depot Inc |
370.00 USD |
2024-09-20 |
Call |
Master data
WKN: |
VM7N84 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Home Depot Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
370.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2024-01-02 |
Last trading day: |
2024-09-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
41.74 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.80 |
Intrinsic value: |
0.28 |
Implied volatility: |
0.18 |
Historic volatility: |
0.18 |
Parity: |
0.28 |
Time value: |
0.52 |
Break-even: |
339.04 |
Moneyness: |
1.01 |
Premium: |
0.02 |
Premium p.a.: |
0.28 |
Spread abs.: |
0.01 |
Spread %: |
1.27% |
Delta: |
0.60 |
Theta: |
-0.15 |
Omega: |
25.15 |
Rho: |
0.12 |
Quote data
Open: |
0.810 |
High: |
0.860 |
Low: |
0.650 |
Previous Close: |
0.790 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-13.33% |
1 Month |
|
|
-32.29% |
3 Months |
|
|
+140.74% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.910 |
0.550 |
1M High / 1M Low: |
1.250 |
0.310 |
6M High / 6M Low: |
3.990 |
0.225 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.774 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.704 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.139 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
416.32% |
Volatility 6M: |
|
321.59% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |