BVT Call 1000 BLK 20.12.2024
/ DE000VC06FD7
BVT Call 1000 BLK 20.12.2024/ DE000VC06FD7 /
2024-09-17 8:01:18 PM |
Chg.+0.030 |
Bid9:46:32 AM |
Ask9:46:32 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.118EUR |
+34.09% |
0.124 Bid Size: 14,000 |
0.134 Ask Size: 14,000 |
BlackRock Inc |
1,000.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
VC06FD |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
BlackRock Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
1,000.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2024-08-01 |
Last trading day: |
2024-12-20 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
64.04 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.06 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.23 |
Historic volatility: |
0.17 |
Parity: |
-0.86 |
Time value: |
0.13 |
Break-even: |
911.81 |
Moneyness: |
0.90 |
Premium: |
0.12 |
Premium p.a.: |
0.57 |
Spread abs.: |
0.01 |
Spread %: |
8.55% |
Delta: |
0.24 |
Theta: |
-0.18 |
Omega: |
15.22 |
Rho: |
0.46 |
Quote data
Open: |
0.095 |
High: |
0.118 |
Low: |
0.095 |
Previous Close: |
0.088 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+78.79% |
1 Month |
|
|
+61.64% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.118 |
0.066 |
1M High / 1M Low: |
0.118 |
0.048 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.087 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.075 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
284.86% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |