BVT Call 84 MDT 20.09.2024
/ DE000VM7NV80
BVT Call 84 MDT 20.09.2024/ DE000VM7NV80 /
| 8/9/2024 7:41:06 PM |
Chg.-0.026 |
Bid9:59:50 PM |
Ask9:59:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.194EUR |
-11.82% |
-
Bid Size: - |
-
Ask Size: - |
Medtronic PLC |
84.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
VM7NV8 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Medtronic PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
84.00 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: |
34.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.17 |
| Parity: |
-0.16 |
| Time value: |
0.22 |
| Break-even: |
79.13 |
| Moneyness: |
0.98 |
| Premium: |
0.05 |
| Premium p.a.: |
0.54 |
| Spread abs.: |
0.01 |
| Spread %: |
4.83% |
| Delta: |
0.44 |
| Theta: |
-0.04 |
| Omega: |
15.37 |
| Rho: |
0.04 |
Quote data
| Open: |
0.205 |
| High: |
0.205 |
| Low: |
0.187 |
| Previous Close: |
0.220 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.51% |
| 1 Month |
|
|
+252.73% |
| 3 Months |
|
|
-41.21% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.220 |
0.176 |
| 1M High / 1M Low: |
0.220 |
0.055 |
| 6M High / 6M Low: |
0.710 |
0.055 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.200 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.133 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.338 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
654.10% |
| Volatility 6M: |
|
334.29% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
