BVT Call 92 MDT 20.09.2024
/ DE000VM7NWJ1
BVT Call 92 MDT 20.09.2024/ DE000VM7NWJ1 /
| 09/09/2024 13:43:47 |
Chg.+0.005 |
Bid14:34:41 |
Ask14:34:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.065EUR |
+8.33% |
0.067
Bid Size: 40,000 |
0.077
Ask Size: 40,000 |
Medtronic PLC |
92.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
VM7NWJ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Medtronic PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
92.00 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: |
117.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.17 |
| Parity: |
-0.19 |
| Time value: |
0.07 |
| Break-even: |
83.67 |
| Moneyness: |
0.98 |
| Premium: |
0.03 |
| Premium p.a.: |
1.84 |
| Spread abs.: |
0.01 |
| Spread %: |
16.95% |
| Delta: |
0.31 |
| Theta: |
-0.06 |
| Omega: |
36.69 |
| Rho: |
0.01 |
Quote data
| Open: |
0.068 |
| High: |
0.068 |
| Low: |
0.065 |
| Previous Close: |
0.060 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+282.35% |
| 1 Month |
|
|
+261.11% |
| 3 Months |
|
|
-7.14% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.076 |
0.017 |
| 1M High / 1M Low: |
0.076 |
0.006 |
| 6M High / 6M Low: |
0.290 |
0.005 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.049 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.026 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.073 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
988.16% |
| Volatility 6M: |
|
701.89% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
