BVT Call 80 CL 20.09.2024
/ DE000VM7N2F8
BVT Call 80 CL 20.09.2024/ DE000VM7N2F8 /
| 30/07/2024 08:47:52 |
Chg.+0.12 |
Bid20:33:43 |
Ask20:33:43 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.02EUR |
+6.32% |
1.94
Bid Size: 58,000 |
1.95
Ask Size: 58,000 |
Colgate Palmolive Co |
80.00 USD |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
02/01/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.97 |
| Intrinsic value: |
1.93 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.13 |
| Parity: |
1.93 |
| Time value: |
0.10 |
| Break-even: |
94.24 |
| Moneyness: |
1.26 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
0.50% |
| Delta: |
0.92 |
| Theta: |
-0.03 |
| Omega: |
4.24 |
| Rho: |
0.09 |
Quote data
| Open: |
2.02 |
| High: |
2.02 |
| Low: |
2.02 |
| Previous Close: |
1.90 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.48% |
| 1 Month |
|
|
+12.22% |
| 3 Months |
|
|
+69.75% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.90 |
1.61 |
| 1M High / 1M Low: |
1.90 |
1.55 |
| 6M High / 6M Low: |
1.90 |
0.72 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.72 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.69 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.25 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
94.91% |
| Volatility 6M: |
|
84.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
