BVT Call 10.5 J5A 20.12.2024
/ DE000VD3LS31
BVT Call 10.5 J5A 20.12.2024/ DE000VD3LS31 /
09/08/2024 08:44:51 |
Chg.- |
Bid20:00:03 |
Ask20:00:03 |
Underlying |
Strike price |
Expiration date |
Option type |
0.250EUR |
- |
- Bid Size: - |
- Ask Size: - |
WB DISCOVERY SER.A D... |
10.50 - |
20/12/2024 |
Call |
Master data
WKN: |
VD3LS3 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
WB DISCOVERY SER.A DL-,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
10.50 - |
Maturity: |
20/12/2024 |
Issue date: |
08/04/2024 |
Last trading day: |
09/08/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
24.06 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.05 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.73 |
Historic volatility: |
0.45 |
Parity: |
-3.52 |
Time value: |
0.29 |
Break-even: |
10.79 |
Moneyness: |
0.66 |
Premium: |
0.55 |
Premium p.a.: |
3.14 |
Spread abs.: |
0.03 |
Spread %: |
11.54% |
Delta: |
0.22 |
Theta: |
0.00 |
Omega: |
5.21 |
Rho: |
0.00 |
Quote data
Open: |
0.250 |
High: |
0.250 |
Low: |
0.250 |
Previous Close: |
0.260 |
Turnover: |
0.000 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-66.22% |
3 Months |
|
|
-59.02% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
0.740 |
0.250 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
0.474 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
249.28% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |