BVT Call 84 NET 20.09.2024
/ DE000VM7N255
BVT Call 84 NET 20.09.2024/ DE000VM7N255 /
| 09/09/2024 08:45:33 |
Chg.-0.030 |
Bid19:48:33 |
Ask19:48:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.054EUR |
-35.71% |
0.043
Bid Size: 92,000 |
0.053
Ask Size: 92,000 |
Cloudflare Inc |
84.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
VM7N25 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Cloudflare Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
84.00 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: |
116.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.45 |
| Parity: |
-0.72 |
| Time value: |
0.06 |
| Break-even: |
76.36 |
| Moneyness: |
0.91 |
| Premium: |
0.11 |
| Premium p.a.: |
34.04 |
| Spread abs.: |
0.01 |
| Spread %: |
20.41% |
| Delta: |
0.17 |
| Theta: |
-0.08 |
| Omega: |
19.86 |
| Rho: |
0.00 |
Quote data
| Open: |
0.054 |
| High: |
0.054 |
| Low: |
0.054 |
| Previous Close: |
0.084 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-70.97% |
| 1 Month |
|
|
-71.43% |
| 3 Months |
|
|
-83.64% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.186 |
0.075 |
| 1M High / 1M Low: |
0.350 |
0.075 |
| 6M High / 6M Low: |
2.330 |
0.075 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.119 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.212 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.868 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
458.55% |
| Volatility 6M: |
|
267.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
