BVT Call 1000 PLD 20.09.2024
/ DE000VM48B02
BVT Call 1000 PLD 20.09.2024/ DE000VM48B02 /
| 2024-07-05 9:05:47 PM |
Chg.+0.030 |
Bid10:00:04 PM |
Ask10:00:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.810EUR |
+3.85% |
-
Bid Size: - |
-
Ask Size: - |
PALLADIUM (Fixing) |
1,000.00 USD |
2024-09-20 |
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: |
2024-09-20 |
| Issue date: |
2023-11-09 |
| Last trading day: |
2024-09-20 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
10.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.74 |
| Intrinsic value: |
0.28 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.32 |
| Parity: |
0.28 |
| Time value: |
0.59 |
| Break-even: |
1,009.56 |
| Moneyness: |
1.03 |
| Premium: |
0.06 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.05 |
| Spread %: |
6.10% |
| Delta: |
0.62 |
| Theta: |
-0.49 |
| Omega: |
6.74 |
| Rho: |
1.04 |
Quote data
| Open: |
0.860 |
| High: |
0.880 |
| Low: |
0.800 |
| Previous Close: |
0.780 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+32.79% |
| 1 Month |
|
|
+52.83% |
| 3 Months |
|
|
-14.74% |
| YTD |
|
|
-57.59% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.830 |
0.610 |
| 1M High / 1M Low: |
0.830 |
0.350 |
| 6M High / 6M Low: |
1.510 |
0.350 |
| High (YTD): |
2024-01-02 |
1.650 |
| Low (YTD): |
2024-06-18 |
0.350 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.764 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.523 |
| Avg. volume 1M: |
|
136.364 |
| Avg. price 6M: |
|
0.836 |
| Avg. volume 6M: |
|
23.622 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
242.17% |
| Volatility 6M: |
|
228.71% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
