BVT Call 1000 PLD 20.09.2024
/ DE000VM48B02
BVT Call 1000 PLD 20.09.2024/ DE000VM48B02 /
| 7/12/2024 9:06:41 PM |
Chg.-0.110 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
-17.74% |
-
Bid Size: - |
-
Ask Size: - |
PALLADIUM (Fixing) |
1,000.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
VM48B0 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
PALLADIUM (Fixing) |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1,000.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
11/9/2023 |
| Last trading day: |
9/20/2024 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
15.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.41 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.32 |
| Parity: |
-0.26 |
| Time value: |
0.56 |
| Break-even: |
972.89 |
| Moneyness: |
0.97 |
| Premium: |
0.09 |
| Premium p.a.: |
0.59 |
| Spread abs.: |
0.05 |
| Spread %: |
9.80% |
| Delta: |
0.49 |
| Theta: |
-0.51 |
| Omega: |
7.77 |
| Rho: |
0.72 |
Quote data
| Open: |
0.510 |
| High: |
0.540 |
| Low: |
0.480 |
| Previous Close: |
0.620 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-37.04% |
| 1 Month |
|
|
+41.67% |
| 3 Months |
|
|
-61.07% |
| YTD |
|
|
-73.30% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.720 |
0.510 |
| 1M High / 1M Low: |
0.830 |
0.350 |
| 6M High / 6M Low: |
1.510 |
0.350 |
| High (YTD): |
1/2/2024 |
1.650 |
| Low (YTD): |
6/18/2024 |
0.350 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.604 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.561 |
| Avg. volume 1M: |
|
136.364 |
| Avg. price 6M: |
|
0.817 |
| Avg. volume 6M: |
|
23.622 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
245.10% |
| Volatility 6M: |
|
231.27% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
