BVT Call 82 ON 20.09.2024
/ DE000VM72825
BVT Call 82 ON 20.09.2024/ DE000VM72825 /
| 06/09/2024 08:47:47 |
Chg.-0.008 |
Bid18:02:51 |
Ask18:02:51 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.024EUR |
-25.00% |
0.013
Bid Size: 176,000 |
0.023
Ask Size: 176,000 |
ON Semiconductor |
82.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
VM7282 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ON Semiconductor |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
82.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
08/01/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
162.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.45 |
| Parity: |
-1.06 |
| Time value: |
0.04 |
| Break-even: |
74.19 |
| Moneyness: |
0.86 |
| Premium: |
0.17 |
| Premium p.a.: |
63.69 |
| Spread abs.: |
0.01 |
| Spread %: |
34.48% |
| Delta: |
0.11 |
| Theta: |
-0.05 |
| Omega: |
18.09 |
| Rho: |
0.00 |
Quote data
| Open: |
0.024 |
| High: |
0.024 |
| Low: |
0.024 |
| Previous Close: |
0.032 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-80.95% |
| 1 Month |
|
|
-87.17% |
| 3 Months |
|
|
-94.29% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.143 |
0.029 |
| 1M High / 1M Low: |
0.195 |
0.029 |
| 6M High / 6M Low: |
1.260 |
0.029 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.094 |
| Avg. volume 1W: |
|
200 |
| Avg. price 1M: |
|
0.118 |
| Avg. volume 1M: |
|
86.957 |
| Avg. price 6M: |
|
0.365 |
| Avg. volume 6M: |
|
15.504 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
884.87% |
| Volatility 6M: |
|
557.42% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
