BVT Call 420 BRK.B 20.09.2024
/ DE000VM82ZD5
BVT Call 420 BRK.B 20.09.2024/ DE000VM82ZD5 /
| 8/28/2024 7:52:07 PM |
Chg.+0.130 |
Bid9:59:54 PM |
Ask9:59:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.070EUR |
+3.30% |
-
Bid Size: - |
-
Ask Size: - |
Berkshire Hathaway I... |
420.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
VM82ZD |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Berkshire Hathaway Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
420.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
1/25/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.72 |
| Intrinsic value: |
3.64 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.11 |
| Parity: |
3.64 |
| Time value: |
0.25 |
| Break-even: |
414.67 |
| Moneyness: |
1.10 |
| Premium: |
0.01 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
0.26% |
| Delta: |
0.89 |
| Theta: |
-0.16 |
| Omega: |
9.47 |
| Rho: |
0.21 |
Quote data
| Open: |
3.980 |
| High: |
4.370 |
| Low: |
3.920 |
| Previous Close: |
3.940 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+53.58% |
| 1 Month |
|
|
+71.73% |
| 3 Months |
|
|
+408.75% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.940 |
2.650 |
| 1M High / 1M Low: |
3.940 |
1.210 |
| 6M High / 6M Low: |
3.940 |
0.630 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.138 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.365 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.584 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
243.93% |
| Volatility 6M: |
|
211.80% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
