BVT Call 780 ASME 16.08.2024
/ DE000VC0UM64
BVT Call 780 ASME 16.08.2024/ DE000VC0UM64 /
| 7/26/2024 8:00:26 PM |
Chg.- |
Bid9:59:51 PM |
Ask9:59:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.170EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
ASML HOLDING EO -... |
780.00 EUR |
8/16/2024 |
Call |
Master data
| WKN: |
VC0UM6 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ASML HOLDING EO -,09 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
780.00 EUR |
| Maturity: |
8/16/2024 |
| Issue date: |
7/26/2024 |
| Last trading day: |
8/16/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
14.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.02 |
| Intrinsic value: |
4.05 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.31 |
| Parity: |
4.05 |
| Time value: |
1.76 |
| Break-even: |
838.10 |
| Moneyness: |
1.05 |
| Premium: |
0.02 |
| Premium p.a.: |
0.47 |
| Spread abs.: |
0.59 |
| Spread %: |
11.30% |
| Delta: |
0.71 |
| Theta: |
-0.77 |
| Omega: |
10.06 |
| Rho: |
0.29 |
Quote data
| Open: |
4.940 |
| High: |
5.840 |
| Low: |
4.940 |
| Previous Close: |
- |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
- |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| 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: |
|
- |
