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: |
|
- |