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: |
|
- |
