BVT Call 54 NWT 20.09.2024
/ DE000VM7NVY2
BVT Call 54 NWT 20.09.2024/ DE000VM7NVY2 /
| 2024-07-09 8:48:40 AM |
Chg.-0.010 |
Bid11:18:24 AM |
Ask11:18:24 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.590EUR |
-1.67% |
0.580
Bid Size: 18,000 |
0.610
Ask Size: 18,000 |
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: |
9.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.05 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.20 |
| Parity: |
0.05 |
| Time value: |
0.53 |
| Break-even: |
59.80 |
| Moneyness: |
1.01 |
| Premium: |
0.10 |
| Premium p.a.: |
0.59 |
| Spread abs.: |
0.01 |
| Spread %: |
1.75% |
| Delta: |
0.58 |
| Theta: |
-0.04 |
| Omega: |
5.40 |
| Rho: |
0.05 |
Quote data
| Open: |
0.590 |
| High: |
0.590 |
| Low: |
0.590 |
| Previous Close: |
0.600 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.71% |
| 1 Month |
|
|
+13.46% |
| 3 Months |
|
|
-4.84% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.750 |
0.600 |
| 1M High / 1M Low: |
0.750 |
0.390 |
| 6M High / 6M Low: |
0.920 |
0.123 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.694 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.569 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.525 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
206.53% |
| Volatility 6M: |
|
182.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
