BVT Call 94 BMW 19.07.2024
/ DE000VD6BU93
BVT Call 94 BMW 19.07.2024/ DE000VD6BU93 /
| 2024-07-03 7:45:51 PM |
Chg.+0.006 |
Bid9:37:40 PM |
Ask9:37:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.029EUR |
+26.09% |
0.028
Bid Size: 10,000 |
0.038
Ask Size: 10,000 |
BAY.MOTOREN WERKE AG... |
94.00 EUR |
2024-07-19 |
Call |
Master data
| WKN: |
VD6BU9 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
BAY.MOTOREN WERKE AG ST |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
94.00 EUR |
| Maturity: |
2024-07-19 |
| Issue date: |
2024-05-17 |
| Last trading day: |
2024-07-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
266.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.22 |
| Parity: |
-0.60 |
| Time value: |
0.03 |
| Break-even: |
94.33 |
| Moneyness: |
0.94 |
| Premium: |
0.07 |
| Premium p.a.: |
3.85 |
| Spread abs.: |
0.01 |
| Spread %: |
43.48% |
| Delta: |
0.13 |
| Theta: |
-0.03 |
| Omega: |
35.88 |
| Rho: |
0.01 |
Quote data
| Open: |
0.029 |
| High: |
0.033 |
| Low: |
0.028 |
| Previous Close: |
0.023 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.62% |
| 1 Month |
|
|
-88.40% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.041 |
0.023 |
| 1M High / 1M Low: |
0.250 |
0.023 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.035 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.095 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
381.72% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
