BVT Call 90 MDT 20.09.2024
/ DE000VM7NWL7
BVT Call 90 MDT 20.09.2024/ DE000VM7NWL7 /
| 8/2/2024 2:04:35 PM |
Chg.+0.001 |
Bid4:28:23 PM |
Ask4:28:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.032EUR |
+3.23% |
0.056
Bid Size: 172,000 |
0.066
Ask Size: 172,000 |
Medtronic PLC |
90.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
VM7NWL |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Medtronic PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 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: |
155.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.17 |
| Parity: |
-0.88 |
| Time value: |
0.05 |
| Break-even: |
83.92 |
| Moneyness: |
0.89 |
| Premium: |
0.12 |
| Premium p.a.: |
1.40 |
| Spread abs.: |
0.01 |
| Spread %: |
26.32% |
| Delta: |
0.14 |
| Theta: |
-0.02 |
| Omega: |
21.66 |
| Rho: |
0.01 |
Quote data
| Open: |
0.035 |
| High: |
0.035 |
| Low: |
0.032 |
| Previous Close: |
0.031 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+45.45% |
| 1 Month |
|
|
+190.91% |
| 3 Months |
|
|
-74.19% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.039 |
0.022 |
| 1M High / 1M Low: |
0.057 |
0.007 |
| 6M High / 6M Low: |
0.510 |
0.007 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.032 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.021 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.165 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,780.30% |
| Volatility 6M: |
|
771.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
