BVT Call 78 NET 20.09.2024
/ DE000VM73BR5
BVT Call 78 NET 20.09.2024/ DE000VM73BR5 /
| 7/9/2024 8:47:22 AM |
Chg.-0.14 |
Bid3:35:42 PM |
Ask3:35:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.13EUR |
-11.02% |
1.14
Bid Size: 55,000 |
1.15
Ask Size: 55,000 |
Cloudflare Inc |
78.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
VM73BR |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Cloudflare Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
78.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
1/8/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.04 |
| Intrinsic value: |
0.64 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.48 |
| Parity: |
0.64 |
| Time value: |
0.50 |
| Break-even: |
83.42 |
| Moneyness: |
1.09 |
| Premium: |
0.06 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.01 |
| Spread %: |
0.89% |
| Delta: |
0.69 |
| Theta: |
-0.05 |
| Omega: |
4.73 |
| Rho: |
0.09 |
Quote data
| Open: |
1.13 |
| High: |
1.13 |
| Low: |
1.13 |
| Previous Close: |
1.27 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.61% |
| 1 Month |
|
|
+130.61% |
| 3 Months |
|
|
-52.72% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.27 |
1.07 |
| 1M High / 1M Low: |
1.27 |
0.44 |
| 6M High / 6M Low: |
3.99 |
0.35 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.15 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.85 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.68 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
179.94% |
| Volatility 6M: |
|
227.84% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
