BVT Call 105 HEI 20.09.2024
/ DE000VD0NNR9
BVT Call 105 HEI 20.09.2024/ DE000VD0NNR9 /
| 7/26/2024 8:38:54 AM |
Chg.-0.049 |
Bid2:59:29 PM |
Ask2:59:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.191EUR |
-20.42% |
0.240
Bid Size: 62,000 |
0.250
Ask Size: 62,000 |
HEIDELBERG MATERIALS... |
105.00 EUR |
9/20/2024 |
Call |
Master data
| WKN: |
VD0NNR |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
HEIDELBERG MATERIALS O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 EUR |
| Maturity: |
9/20/2024 |
| Issue date: |
2/21/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
44.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.23 |
| Parity: |
-0.71 |
| Time value: |
0.22 |
| Break-even: |
107.18 |
| Moneyness: |
0.93 |
| Premium: |
0.10 |
| Premium p.a.: |
0.81 |
| Spread abs.: |
0.02 |
| Spread %: |
8.46% |
| Delta: |
0.31 |
| Theta: |
-0.04 |
| Omega: |
14.00 |
| Rho: |
0.04 |
Quote data
| Open: |
0.191 |
| High: |
0.191 |
| Low: |
0.191 |
| Previous Close: |
0.240 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-42.12% |
| 1 Month |
|
|
+18.63% |
| 3 Months |
|
|
-20.42% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.330 |
0.240 |
| 1M High / 1M Low: |
0.360 |
0.161 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.304 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.270 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
276.61% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
