BVT Call 80 CL 20.09.2024
/ DE000VM7N2F8
BVT Call 80 CL 20.09.2024/ DE000VM7N2F8 /
| 7/12/2024 8:05:20 PM |
Chg.+0.070 |
Bid8:05:20 PM |
Ask8:05:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.780EUR |
+4.09% |
1.780
Bid Size: 58,000 |
1.790
Ask Size: 58,000 |
Colgate Palmolive Co |
80.00 USD |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
1/2/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.68 |
| Intrinsic value: |
1.63 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.13 |
| Parity: |
1.63 |
| Time value: |
0.11 |
| Break-even: |
90.97 |
| Moneyness: |
1.22 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
0.58% |
| Delta: |
0.92 |
| Theta: |
-0.02 |
| Omega: |
4.75 |
| Rho: |
0.12 |
Quote data
| Open: |
1.730 |
| High: |
1.780 |
| Low: |
1.730 |
| Previous Close: |
1.710 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.54% |
| 1 Month |
|
|
+33.83% |
| 3 Months |
|
|
+109.41% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.740 |
1.640 |
| 1M High / 1M Low: |
1.830 |
1.330 |
| 6M High / 6M Low: |
1.830 |
0.530 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.684 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.659 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.143 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
72.89% |
| Volatility 6M: |
|
80.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
