BVT Call 380 MA 20.09.2024
/ DE000VM4EAU0
BVT Call 380 MA 20.09.2024/ DE000VM4EAU0 /
| 2024-09-04 8:02:28 PM |
Chg.-0.030 |
Bid8:17:04 AM |
Ask8:17:04 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.930EUR |
-3.13% |
0.940
Bid Size: 23,000 |
0.960
Ask Size: 23,000 |
MasterCard Incorpora... |
380.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM4EAU |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
MasterCard Incorporated |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
380.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-24 |
| Last trading day: |
2024-09-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.94 |
| Intrinsic value: |
0.93 |
| Implied volatility: |
0.75 |
| Historic volatility: |
0.14 |
| Parity: |
0.93 |
| Time value: |
0.02 |
| Break-even: |
437.95 |
| Moneyness: |
1.27 |
| Premium: |
0.00 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
1.06% |
| Delta: |
0.95 |
| Theta: |
-0.25 |
| Omega: |
4.37 |
| Rho: |
0.13 |
Quote data
| Open: |
0.920 |
| High: |
0.950 |
| Low: |
0.920 |
| Previous Close: |
0.960 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.09% |
| 1 Month |
|
|
+45.31% |
| 3 Months |
|
|
+38.81% |
| YTD |
|
|
+47.62% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.960 |
0.920 |
| 1M High / 1M Low: |
0.960 |
0.640 |
| 6M High / 6M Low: |
1.120 |
0.530 |
| High (YTD): |
2024-03-21 |
1.120 |
| Low (YTD): |
2024-07-24 |
0.530 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.932 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.803 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.795 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
77.84% |
| Volatility 6M: |
|
86.42% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
