BVT Call 54 NWT 20.09.2024
/ DE000VM7NVY2
BVT Call 54 NWT 20.09.2024/ DE000VM7NVY2 /
| 2024-07-08 10:35:37 AM |
Chg.0.000 |
Bid10:35:37 AM |
Ask10:35:37 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.610EUR |
0.00% |
0.610
Bid Size: 17,000 |
0.640
Ask Size: 17,000 |
WELLS FARGO + CO.DL ... |
54.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
VM7NVY |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
WELLS FARGO + CO.DL 1,666 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
54.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-02 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.28 |
| Intrinsic value: |
0.11 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.20 |
| Parity: |
0.11 |
| Time value: |
0.52 |
| Break-even: |
60.30 |
| Moneyness: |
1.02 |
| Premium: |
0.09 |
| Premium p.a.: |
0.56 |
| Spread abs.: |
0.01 |
| Spread %: |
1.61% |
| Delta: |
0.59 |
| Theta: |
-0.04 |
| Omega: |
5.18 |
| Rho: |
0.05 |
Quote data
| Open: |
0.610 |
| High: |
0.610 |
| Low: |
0.610 |
| Previous Close: |
0.610 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.86% |
| 1 Month |
|
|
+7.02% |
| 3 Months |
|
|
-1.61% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.720 |
0.610 |
| 1M High / 1M Low: |
0.720 |
0.440 |
| 6M High / 6M Low: |
0.880 |
0.123 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.688 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.573 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.528 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
202.64% |
| Volatility 6M: |
|
198.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
