BVT Call 76 NET 20.09.2024
/ DE000VM76KH0
BVT Call 76 NET 20.09.2024/ DE000VM76KH0 /
| 2024-08-05 7:52:25 PM |
Chg.+0.040 |
Bid9:59:40 PM |
Ask9:59:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.770EUR |
+5.48% |
-
Bid Size: - |
-
Ask Size: - |
Cloudflare Inc |
76.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM76KH |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Cloudflare Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
76.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-09 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.66 |
| Intrinsic value: |
0.32 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.46 |
| Parity: |
0.32 |
| Time value: |
0.40 |
| Break-even: |
76.85 |
| Moneyness: |
1.05 |
| Premium: |
0.06 |
| Premium p.a.: |
0.53 |
| Spread abs.: |
0.01 |
| Spread %: |
1.41% |
| Delta: |
0.64 |
| Theta: |
-0.06 |
| Omega: |
6.47 |
| Rho: |
0.05 |
Quote data
| Open: |
0.410 |
| High: |
0.770 |
| Low: |
0.360 |
| Previous Close: |
0.730 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.32% |
| 1 Month |
|
|
-43.80% |
| 3 Months |
|
|
-11.49% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.800 |
0.660 |
| 1M High / 1M Low: |
1.280 |
0.660 |
| 6M High / 6M Low: |
3.750 |
0.400 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.744 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.919 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.647 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
172.24% |
| Volatility 6M: |
|
184.02% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
