BVT Call 70 P911 20.12.2024
/ DE000VM2RB93
BVT Call 70 P911 20.12.2024/ DE000VM2RB93 /
| 2024-07-29 8:47:52 AM |
Chg.+0.026 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.240EUR |
+12.15% |
-
Bid Size: - |
-
Ask Size: - |
PORSCHE AG VZ |
70.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
VM2RB9 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
PORSCHE AG VZ |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-09-22 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
28.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.52 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.11 |
| Historic volatility: |
0.28 |
| Parity: |
-0.01 |
| Time value: |
0.24 |
| Break-even: |
72.44 |
| Moneyness: |
1.00 |
| Premium: |
0.04 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
7.02% |
| Delta: |
0.58 |
| Theta: |
-0.01 |
| Omega: |
16.65 |
| Rho: |
0.15 |
Quote data
| Open: |
0.240 |
| High: |
0.240 |
| Low: |
0.240 |
| Previous Close: |
0.214 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.11% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-45.45% |
| YTD |
|
|
-38.46% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.270 |
0.210 |
| 1M High / 1M Low: |
0.330 |
0.210 |
| 6M High / 6M Low: |
0.480 |
0.210 |
| High (YTD): |
2024-03-22 |
0.480 |
| Low (YTD): |
2024-07-25 |
0.210 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.226 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.261 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.364 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
140.64% |
| Volatility 6M: |
|
86.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
