BVT Call 10.5 WBD 17.01.2025
/ DE000VD2QDV1
BVT Call 10.5 WBD 17.01.2025/ DE000VD2QDV1 /
7/17/2024 10:25:02 AM |
Chg.+0.030 |
Bid1:08:15 PM |
Ask1:08:15 PM |
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 |
1/17/2025 |
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: |
1/17/2025 |
Issue date: |
3/22/2024 |
Last trading day: |
1/17/2025 |
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: |
|
- |