BVT Call 105 CL 20.12.2024
/ DE000VD48GZ8
BVT Call 105 CL 20.12.2024/ DE000VD48GZ8 /
2024-08-30 8:17:35 AM |
Chg.+0.030 |
Bid12:46:14 PM |
Ask12:46:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.510EUR |
+6.25% |
0.460 Bid Size: 10,000 |
0.480 Ask Size: 10,000 |
Colgate Palmolive Co |
105.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
VD48GZ |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Colgate Palmolive Co |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
105.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2024-04-30 |
Last trading day: |
2024-12-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
19.89 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.37 |
Intrinsic value: |
0.07 |
Implied volatility: |
0.18 |
Historic volatility: |
0.13 |
Parity: |
0.07 |
Time value: |
0.41 |
Break-even: |
99.56 |
Moneyness: |
1.01 |
Premium: |
0.04 |
Premium p.a.: |
0.15 |
Spread abs.: |
0.01 |
Spread %: |
2.13% |
Delta: |
0.59 |
Theta: |
-0.02 |
Omega: |
11.79 |
Rho: |
0.16 |
Quote data
Open: |
0.510 |
High: |
0.510 |
Low: |
0.510 |
Previous Close: |
0.480 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+27.50% |
1 Month |
|
|
+82.14% |
3 Months |
|
|
+580.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.480 |
0.390 |
1M High / 1M Low: |
0.480 |
0.217 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.438 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.346 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
229.41% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |