BVT Call 51 NWT 20.09.2024
/ DE000VM7NWA0
BVT Call 51 NWT 20.09.2024/ DE000VM7NWA0 /
2024-07-31 7:52:25 PM |
Chg.-0.030 |
Bid8:48:06 PM |
Ask8:48:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.840EUR |
-3.45% |
0.850 Bid Size: 61,000 |
0.860 Ask Size: 61,000 |
WELLS FARGO + CO.DL ... |
51.00 - |
2024-09-20 |
Call |
Master data
WKN: |
VM7NWA |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
WELLS FARGO + CO.DL 1,666 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
51.00 - |
Maturity: |
2024-09-20 |
Issue date: |
2024-01-02 |
Last trading day: |
2024-09-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.38 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.50 |
Intrinsic value: |
0.45 |
Implied volatility: |
0.77 |
Historic volatility: |
0.21 |
Parity: |
0.45 |
Time value: |
0.42 |
Break-even: |
59.70 |
Moneyness: |
1.09 |
Premium: |
0.08 |
Premium p.a.: |
0.69 |
Spread abs.: |
0.01 |
Spread %: |
1.16% |
Delta: |
0.68 |
Theta: |
-0.06 |
Omega: |
4.31 |
Rho: |
0.04 |
Quote data
Open: |
0.870 |
High: |
0.880 |
Low: |
0.840 |
Previous Close: |
0.870 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+1.20% |
1 Month |
|
|
0.00% |
3 Months |
|
|
-12.50% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.900 |
0.810 |
1M High / 1M Low: |
0.980 |
0.590 |
6M High / 6M Low: |
1.130 |
0.260 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.854 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.853 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.790 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
198.88% |
Volatility 6M: |
|
165.94% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |