BVT Call 101 VOW3 19.07.2024
/ DE000VD8D644
BVT Call 101 VOW3 19.07.2024/ DE000VD8D644 /
| 6/28/2024 9:05:00 AM |
Chg.+0.020 |
Bid10:00:00 PM |
Ask10:00:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.550EUR |
+3.77% |
-
Bid Size: - |
-
Ask Size: - |
VOLKSWAGEN AG VZO O.... |
101.00 EUR |
7/19/2024 |
Call |
Master data
| WKN: |
VD8D64 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
VOLKSWAGEN AG VZO O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
101.00 EUR |
| Maturity: |
7/19/2024 |
| Issue date: |
6/20/2024 |
| Last trading day: |
7/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
17.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.51 |
| Intrinsic value: |
0.44 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.22 |
| Parity: |
0.44 |
| Time value: |
0.18 |
| Break-even: |
107.20 |
| Moneyness: |
1.04 |
| Premium: |
0.02 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.07 |
| Spread %: |
12.73% |
| Delta: |
0.72 |
| Theta: |
-0.08 |
| Omega: |
12.22 |
| Rho: |
0.04 |
Quote data
| Open: |
0.500 |
| High: |
0.550 |
| Low: |
0.500 |
| Previous Close: |
0.530 |
| Turnover: |
2,750 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.70% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.610 |
0.530 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.570 |
| Avg. volume 1W: |
|
2,000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
