BVT Call 98 SREN 20.12.2024
/ DE000VM7HVA4
BVT Call 98 SREN 20.12.2024/ DE000VM7HVA4 /
| 2024-09-05 8:29:32 AM |
Chg.-0.01 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.09EUR |
-0.48% |
-
Bid Size: - |
-
Ask Size: - |
SWISS RE N |
98.00 CHF |
2024-12-20 |
Call |
Master data
| WKN: |
VM7HVA |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
SWISS RE N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
98.00 CHF |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-28 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.00 |
| Intrinsic value: |
1.85 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.23 |
| Parity: |
1.85 |
| Time value: |
0.38 |
| Break-even: |
126.76 |
| Moneyness: |
1.18 |
| Premium: |
0.03 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.12 |
| Spread %: |
5.69% |
| Delta: |
0.82 |
| Theta: |
-0.04 |
| Omega: |
4.54 |
| Rho: |
0.23 |
Quote data
| Open: |
2.09 |
| High: |
2.09 |
| Low: |
2.09 |
| Previous Close: |
2.10 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.79% |
| 1 Month |
|
|
+137.50% |
| 3 Months |
|
|
+20.11% |
| YTD |
|
|
+335.42% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.15 |
2.03 |
| 1M High / 1M Low: |
2.22 |
0.80 |
| 6M High / 6M Low: |
2.22 |
0.69 |
| High (YTD): |
2024-08-26 |
2.22 |
| Low (YTD): |
2024-01-02 |
0.47 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.08 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.51 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.43 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
113.69% |
| Volatility 6M: |
|
129.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
