BVT Call 92 NET 20.09.2024
/ DE000VM7N289
BVT Call 92 NET 20.09.2024/ DE000VM7N289 /
| 7/9/2024 8:48:23 AM |
Chg.-0.080 |
Bid9:11:24 PM |
Ask9:11:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.480EUR |
-14.29% |
0.420
Bid Size: 80,000 |
0.430
Ask Size: 80,000 |
Cloudflare Inc |
92.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
VM7N28 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Cloudflare Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
92.00 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: |
15.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.44 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.48 |
| Parity: |
-0.66 |
| Time value: |
0.50 |
| Break-even: |
89.94 |
| Moneyness: |
0.92 |
| Premium: |
0.15 |
| Premium p.a.: |
0.99 |
| Spread abs.: |
0.01 |
| Spread %: |
2.04% |
| Delta: |
0.42 |
| Theta: |
-0.05 |
| Omega: |
6.63 |
| Rho: |
0.06 |
Quote data
| Open: |
0.480 |
| High: |
0.480 |
| Low: |
0.480 |
| Previous Close: |
0.560 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.67% |
| 1 Month |
|
|
+158.06% |
| 3 Months |
|
|
-70.73% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.560 |
0.450 |
| 1M High / 1M Low: |
0.560 |
0.158 |
| 6M High / 6M Low: |
3.160 |
0.119 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.494 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.350 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.090 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
235.30% |
| Volatility 6M: |
|
294.92% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
