BVT Call 60 EW 20.09.2024
/ DE000VC0XQ75
BVT Call 60 EW 20.09.2024/ DE000VC0XQ75 /
| 9/9/2024 8:57:16 AM |
Chg.+0.010 |
Bid10:02:45 AM |
Ask10:02:45 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.680EUR |
+1.49% |
0.680
Bid Size: 15,000 |
0.710
Ask Size: 15,000 |
Edwards Lifesciences... |
60.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
VC0XQ7 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Edwards Lifesciences Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
7/29/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.63 |
| Intrinsic value: |
0.61 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.37 |
| Parity: |
0.61 |
| Time value: |
0.06 |
| Break-even: |
60.82 |
| Moneyness: |
1.11 |
| Premium: |
0.01 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.01 |
| Spread %: |
1.52% |
| Delta: |
0.86 |
| Theta: |
-0.07 |
| Omega: |
7.70 |
| Rho: |
0.01 |
Quote data
| Open: |
0.680 |
| High: |
0.680 |
| Low: |
0.680 |
| Previous Close: |
0.670 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-31.31% |
| 1 Month |
|
|
+47.83% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.990 |
0.600 |
| 1M High / 1M Low: |
1.080 |
0.460 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.790 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.813 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
217.49% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
