BVT Call 640 ASME 15.11.2024
/ DE000VC56HA4
BVT Call 640 ASME 15.11.2024/ DE000VC56HA4 /
| 11/12/2024 8:44:32 AM |
Chg.-0.07 |
Bid9:36:01 PM |
Ask9:36:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.98EUR |
-6.67% |
1.16
Bid Size: 2,600 |
1.48
Ask Size: 2,600 |
ASML HOLDING EO -... |
640.00 EUR |
11/15/2024 |
Call |
Master data
| WKN: |
VC56HA |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ASML HOLDING EO -,09 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
640.00 EUR |
| Maturity: |
11/15/2024 |
| Issue date: |
10/17/2024 |
| Last trading day: |
11/15/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
45.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.41 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.85 |
| Historic volatility: |
0.39 |
| Parity: |
-1.27 |
| Time value: |
1.39 |
| Break-even: |
653.90 |
| Moneyness: |
0.98 |
| Premium: |
0.04 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.31 |
| Spread %: |
28.70% |
| Delta: |
0.41 |
| Theta: |
-3.17 |
| Omega: |
18.68 |
| Rho: |
0.02 |
Quote data
| Open: |
0.98 |
| High: |
0.98 |
| Low: |
0.98 |
| Previous Close: |
1.05 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.76% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.43 |
1.05 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.26 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
