BVT Call 51 NWT 20.09.2024
/ DE000VM7NWA0
BVT Call 51 NWT 20.09.2024/ DE000VM7NWA0 /
| 2024-07-31 8:44:58 AM |
Chg.+0.040 |
Bid6:51:06 PM |
Ask6:51:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.860EUR |
+4.88% |
0.860
Bid Size: 61,000 |
0.870
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: |
0.860 |
| High: |
0.860 |
| Low: |
0.860 |
| Previous Close: |
0.820 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.17% |
| 1 Month |
|
|
+22.86% |
| 3 Months |
|
|
-10.42% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.900 |
0.810 |
| 1M High / 1M Low: |
1.010 |
0.600 |
| 6M High / 6M Low: |
1.160 |
0.260 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.842 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.854 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.781 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
192.49% |
| Volatility 6M: |
|
157.53% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
