BVT Call 94 TWLO 20.09.2024
/ DE000VM7N669
BVT Call 94 TWLO 20.09.2024/ DE000VM7N669 /
| 7/10/2024 8:03:57 PM |
Chg.0.000 |
Bid9:56:34 PM |
Ask8:03:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.006EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
Twilio Inc |
94.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
VM7N66 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Twilio Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
94.00 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: |
260.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.34 |
| Parity: |
-3.48 |
| Time value: |
0.02 |
| Break-even: |
87.12 |
| Moneyness: |
0.60 |
| Premium: |
0.67 |
| Premium p.a.: |
12.49 |
| Spread abs.: |
0.02 |
| Spread %: |
300.00% |
| Delta: |
0.04 |
| Theta: |
-0.01 |
| Omega: |
10.24 |
| Rho: |
0.00 |
Quote data
| Open: |
0.006 |
| High: |
0.008 |
| Low: |
0.006 |
| Previous Close: |
0.006 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.00% |
| 1 Month |
|
|
-14.29% |
| 3 Months |
|
|
-94.39% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.006 |
0.004 |
| 1M High / 1M Low: |
0.007 |
0.003 |
| 6M High / 6M Low: |
0.530 |
0.003 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.005 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.004 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.148 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
429.76% |
| Volatility 6M: |
|
281.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
