BVT Knock-Out SREN/ DE000VM1RD50 /
| 10/16/2024 10:37:39 AM | Chg.+0.080 | Bid12:48:47 PM | Ask12:48:47 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.720EUR | +2.20% | 3.610 Bid Size: 26,000 |
3.620 Ask Size: 26,000 |
SWISS RE N | 82.74 CHF | 12/31/2078 | Call |
Master data
| Issuer: | Bank Vontobel AG |
|---|---|
| WKN: | VM1RD5 |
| Currency: | EUR |
| Underlying: | SWISS RE N |
| Type: | Knock-out |
| Option type: | Call |
| Strike price: | 82.74 CHF |
| Maturity: | Endless |
| Issue date: | 8/29/2023 |
| Last trading day: | 12/31/2078 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 3.30 |
| Knock-out: | 85.04 |
| Knock-out violated on: | - |
| Distance to knock-out: | 33.3949 |
| Distance to knock-out %: | 26.94% |
| Distance to strike price: | 35.8441 |
| Distance to strike price %: | 28.92% |
Calculated values
| Fair value: | - |
|---|---|
| Implied volatility: | - |
| Historic volatility: | - |
| Parity: | - |
| Time value: | - |
| Break-even: | - |
| Moneyness: | - |
| Premium: | 0.01 |
| Premium p.a.: | 0.00 |
| Spread abs.: | 0.13 |
| Spread %: | 3.58% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 3.720 |
|---|---|
| High: | 3.720 |
| Low: | 0.000 |
| Market phase: | PRE CALL |
All quotes in EUR
Performance
| 1 Week | +16.98% | ||
|---|---|---|---|
| 1 Month | +3.33% | ||
| 3 Months | +30.99% | ||
| YTD | +197.60% | ||
| 1 Year | +138.46% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.770 | 3.180 |
|---|---|---|
| 1M High / 1M Low: | 3.770 | 2.920 |
| 6M High / 6M Low: | 3.770 | 1.730 |
| High (YTD): | 10/14/2024 | 3.770 |
| Low (YTD): | 1/2/2024 | 1.230 |
| 52W High: | 10/14/2024 | 3.770 |
| 52W Low: | 12/28/2023 | 1.180 |
| Avg. price 1W: | 3.538 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 3.496 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 2.944 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 2.438 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 82.78% | |
| Volatility 6M: | 90.07% | |
| Volatility 1Y: | 96.30% | |
| Volatility 3Y: | - |
