BVT Call 105 CL 20.09.2024
/ DE000VD51ZW9
BVT Call 105 CL 20.09.2024/ DE000VD51ZW9 /
| 31/07/2024 08:22:22 |
Chg.-0.010 |
Bid13:30:18 |
Ask13:30:18 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.080EUR |
-11.11% |
0.074
Bid Size: 23,000 |
0.084
Ask Size: 23,000 |
Colgate Palmolive Co |
105.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
VD51ZW |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Colgate Palmolive Co |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
14/05/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
104.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.13 |
| Parity: |
-0.42 |
| Time value: |
0.09 |
| Break-even: |
97.97 |
| Moneyness: |
0.96 |
| Premium: |
0.05 |
| Premium p.a.: |
0.46 |
| Spread abs.: |
0.01 |
| Spread %: |
12.66% |
| Delta: |
0.27 |
| Theta: |
-0.02 |
| Omega: |
28.06 |
| Rho: |
0.03 |
Quote data
| Open: |
0.080 |
| High: |
0.080 |
| Low: |
0.080 |
| Previous Close: |
0.090 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+81.82% |
| 1 Month |
|
|
-13.98% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.090 |
0.044 |
| 1M High / 1M Low: |
0.106 |
0.044 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.061 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.066 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
462.21% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
