BVT Call 580 URI 20.09.2024/  DE000VM7NT76  /

EUWAX
2024-07-26  3:42:32 PM Chg.+4.65 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
18.35EUR +33.94% -
Bid Size: -
-
Ask Size: -
United Rentals 580.00 USD 2024-09-20 Call
 

Master data

WKN: VM7NT7
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: United Rentals
Type: Warrant
Option type: Call
Strike price: 580.00 USD
Maturity: 2024-09-20
Issue date: 2024-01-02
Last trading day: 2024-09-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.17
Leverage: Yes

Calculated values

Fair value: 16.20
Intrinsic value: 15.86
Implied volatility: 0.50
Historic volatility: 0.33
Parity: 15.86
Time value: 0.76
Break-even: 700.48
Moneyness: 1.30
Premium: 0.01
Premium p.a.: 0.07
Spread abs.: 0.04
Spread %: 0.24%
Delta: 0.93
Theta: -0.22
Omega: 3.87
Rho: 0.72
 

Quote data

Open: 17.01
High: 18.35
Low: 17.01
Previous Close: 13.70
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+32.20%
1 Month  
+165.56%
3 Months  
+38.70%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 18.35 13.70
1M High / 1M Low: 18.35 6.88
6M High / 6M Low: 18.35 6.88
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   15.37
Avg. volume 1W:   0.00
Avg. price 1M:   11.41
Avg. volume 1M:   0.00
Avg. price 6M:   11.69
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   220.56%
Volatility 6M:   149.88%
Volatility 1Y:   -
Volatility 3Y:   -