BVT Call 45 NWT 20.09.2024
/ DE000VM3L779
BVT Call 45 NWT 20.09.2024/ DE000VM3L779 /
| 2024-09-06 8:55:47 AM |
Chg.-0.12 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.08EUR |
-10.00% |
-
Bid Size: - |
-
Ask Size: - |
WELLS FARGO + CO.DL ... |
45.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
VM3L77 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
WELLS FARGO + CO.DL 1,666 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-09 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.38 |
| Intrinsic value: |
0.37 |
| Implied volatility: |
1.81 |
| Historic volatility: |
0.22 |
| Parity: |
0.37 |
| Time value: |
0.47 |
| Break-even: |
53.40 |
| Moneyness: |
1.08 |
| Premium: |
0.10 |
| Premium p.a.: |
12.19 |
| Spread abs.: |
0.01 |
| Spread %: |
1.20% |
| Delta: |
0.66 |
| Theta: |
-0.24 |
| Omega: |
3.82 |
| Rho: |
0.01 |
Quote data
| Open: |
1.08 |
| High: |
1.08 |
| Low: |
1.08 |
| Previous Close: |
1.20 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.09% |
| 1 Month |
|
|
+54.29% |
| 3 Months |
|
|
-12.90% |
| YTD |
|
|
+56.52% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.25 |
1.08 |
| 1M High / 1M Low: |
1.25 |
0.70 |
| 6M High / 6M Low: |
1.68 |
0.65 |
| High (YTD): |
2024-05-16 |
1.68 |
| Low (YTD): |
2024-01-18 |
0.46 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.19 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.00 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.29 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
91.38% |
| Volatility 6M: |
|
108.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
