BVT Call 10.5 WBD 17.01.2025
/ DE000VD2QDV1
BVT Call 10.5 WBD 17.01.2025/ DE000VD2QDV1 /
| 17/07/2024 10:25:02 |
Chg.+0.030 |
Bid13:08:15 |
Ask13:08:15 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.520EUR |
+6.12% |
0.520
Bid Size: 14,000 |
0.580
Ask Size: 14,000 |
Warner Brothers Disc... |
10.50 USD |
17/01/2025 |
Call |
Master data
| WKN: |
VD2QDV |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Warner Brothers Discovery Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
10.50 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
22/03/2024 |
| Last trading day: |
17/01/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.31 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.45 |
| Parity: |
-2.31 |
| Time value: |
0.55 |
| Break-even: |
10.18 |
| Moneyness: |
0.76 |
| Premium: |
0.39 |
| Premium p.a.: |
0.92 |
| Spread abs.: |
0.03 |
| Spread %: |
5.77% |
| Delta: |
0.34 |
| Theta: |
0.00 |
| Omega: |
4.50 |
| Rho: |
0.01 |
Quote data
| Open: |
0.520 |
| High: |
0.520 |
| Low: |
0.520 |
| Previous Close: |
0.490 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+44.44% |
| 1 Month |
|
|
+26.83% |
| 3 Months |
|
|
-46.39% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.490 |
0.360 |
| 1M High / 1M Low: |
0.490 |
0.340 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.390 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.375 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
150.42% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
