BVT Call 660 NFLX 30.08.2024
/ DE000VC0JMM1
BVT Call 660 NFLX 30.08.2024/ DE000VC0JMM1 /
| 2024-08-29 9:14:22 AM |
Chg.-0.82 |
Bid5:01:45 PM |
Ask5:01:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.48EUR |
-24.85% |
3.26
Bid Size: 28,000 |
3.27
Ask Size: 28,000 |
Netflix Inc |
660.00 USD |
2024-08-30 |
Call |
Master data
| WKN: |
VC0JMM |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Netflix Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
660.00 USD |
| Maturity: |
2024-08-30 |
| Issue date: |
2024-07-23 |
| Last trading day: |
2024-08-30 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
25.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.15 |
| Intrinsic value: |
2.14 |
| Implied volatility: |
0.76 |
| Historic volatility: |
0.28 |
| Parity: |
2.14 |
| Time value: |
0.25 |
| Break-even: |
617.19 |
| Moneyness: |
1.04 |
| Premium: |
0.00 |
| Premium p.a.: |
3.32 |
| Spread abs.: |
0.02 |
| Spread %: |
0.84% |
| Delta: |
0.82 |
| Theta: |
-3.24 |
| Omega: |
21.11 |
| Rho: |
0.01 |
Quote data
| Open: |
2.48 |
| High: |
2.48 |
| Low: |
2.48 |
| Previous Close: |
3.30 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-32.43% |
| 1 Month |
|
|
+98.40% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.67 |
2.73 |
| 1M High / 1M Low: |
3.83 |
0.39 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.16 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.64 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
528.06% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
