BVT Call 80 CL 20.09.2024
/ DE000VM7N2F8
BVT Call 80 CL 20.09.2024/ DE000VM7N2F8 /
| 2024-07-25 8:05:07 PM |
Chg.0.000 |
Bid8:00:27 AM |
Ask8:00:27 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.660EUR |
0.00% |
1.640
Bid Size: 6,000 |
1.690
Ask Size: 6,000 |
Colgate Palmolive Co |
80.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VM7N2F |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Colgate Palmolive Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-02 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.57 |
| Intrinsic value: |
1.53 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.13 |
| Parity: |
1.53 |
| Time value: |
0.12 |
| Break-even: |
90.31 |
| Moneyness: |
1.21 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
0.61% |
| Delta: |
0.90 |
| Theta: |
-0.03 |
| Omega: |
4.85 |
| Rho: |
0.10 |
Quote data
| Open: |
1.660 |
| High: |
1.720 |
| Low: |
1.660 |
| Previous Close: |
1.660 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.60% |
| 1 Month |
|
|
-9.29% |
| 3 Months |
|
|
+33.87% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.740 |
1.660 |
| 1M High / 1M Low: |
1.840 |
1.560 |
| 6M High / 6M Low: |
1.840 |
0.680 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.694 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.697 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.236 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
64.25% |
| Volatility 6M: |
|
74.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
