BVT Call 105 EL 20.09.2024
/ DE000VD9J2L9
BVT Call 105 EL 20.09.2024/ DE000VD9J2L9 /
9/5/2024 7:43:39 PM |
Chg.-0.013 |
Bid8:03:02 AM |
Ask8:03:02 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.021EUR |
-38.24% |
0.015 Bid Size: 16,000 |
0.025 Ask Size: 16,000 |
Estee Lauder Compani... |
105.00 USD |
9/20/2024 |
Call |
Master data
WKN: |
VD9J2L |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Estee Lauder Companies Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
105.00 USD |
Maturity: |
9/20/2024 |
Issue date: |
7/9/2024 |
Last trading day: |
9/20/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
185.34 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.50 |
Historic volatility: |
0.38 |
Parity: |
-1.14 |
Time value: |
0.05 |
Break-even: |
95.21 |
Moneyness: |
0.88 |
Premium: |
0.14 |
Premium p.a.: |
24.11 |
Spread abs.: |
0.01 |
Spread %: |
28.57% |
Delta: |
0.11 |
Theta: |
-0.06 |
Omega: |
21.24 |
Rho: |
0.00 |
Quote data
Open: |
0.034 |
High: |
0.035 |
Low: |
0.021 |
Previous Close: |
0.034 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-19.23% |
1 Month |
|
|
-93.82% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.036 |
0.021 |
1M High / 1M Low: |
0.340 |
0.021 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.029 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.133 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
485.86% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |