BVT Knock-Out WM/ DE000VM99SV6 /
| 25/07/2024 20:05:53 | Chg.-1.650 | Bid21:42:22 | Ask20:45:06 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.110EUR | -93.75% | - Bid Size: - |
- Ask Size: - |
Waste Management | 200.56 - | 31/12/2078 | Call |
Master data
| Issuer: | Bank Vontobel AG |
|---|---|
| WKN: | VM99SV |
| Currency: | EUR |
| Underlying: | Waste Management |
| Type: | Knock-out |
| Option type: | Call |
| Strike price: | 200.56 - |
| Maturity: | Endless |
| Issue date: | 14/02/2024 |
| Last trading day: | 25/07/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 245.65 |
| Knock-out: | 200.56 |
| Knock-out violated on: | - |
| Distance to knock-out: | - |
| Distance to knock-out %: | - |
| Distance to strike price: | -16.6667 |
| Distance to strike price %: | -9.06% |
Calculated values
| Fair value: | - |
|---|---|
| Implied volatility: | - |
| Historic volatility: | - |
| Parity: | - |
| Time value: | - |
| Break-even: | - |
| Moneyness: | - |
| Premium: | 0.09 |
| Premium p.a.: | 0.00 |
| Spread abs.: | 0.07 |
| Spread %: | 7,400.00% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 0.630 |
|---|---|
| High: | 0.990 |
| Low: | 0.000 |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | -94.79% | ||
|---|---|---|---|
| 1 Month | -91.54% | ||
| 3 Months | -92.14% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.110 | 0.110 |
|---|---|---|
| 1M High / 1M Low: | 2.220 | 0.110 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.580 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 1.390 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 382.37% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
