BVT Call 105 HEI 20.09.2024
/ DE000VD0NNR9
BVT Call 105 HEI 20.09.2024/ DE000VD0NNR9 /
8/30/2024 8:39:03 AM |
Chg.+0.001 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.006EUR |
+20.00% |
- Bid Size: - |
- Ask Size: - |
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: |
478.30 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.27 |
Historic volatility: |
0.23 |
Parity: |
-0.93 |
Time value: |
0.02 |
Break-even: |
105.20 |
Moneyness: |
0.91 |
Premium: |
0.10 |
Premium p.a.: |
4.67 |
Spread abs.: |
0.02 |
Spread %: |
400.00% |
Delta: |
0.08 |
Theta: |
-0.02 |
Omega: |
36.54 |
Rho: |
0.00 |
Quote data
Open: |
0.006 |
High: |
0.006 |
Low: |
0.006 |
Previous Close: |
0.005 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+50.00% |
1 Month |
|
|
-95.65% |
3 Months |
|
|
-97.93% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.008 |
0.005 |
1M High / 1M Low: |
0.138 |
0.003 |
6M High / 6M Low: |
0.610 |
0.003 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.007 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.017 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.251 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
551.40% |
Volatility 6M: |
|
320.06% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |