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BVT Call 105 Vanguard Total World.../  DE000VD8VFN0  /

EUWAX
11/15/2024  8:49:38 AM Chg.-0.10 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
1.43EUR -6.54% -
Bid Size: -		 -
Ask Size: -		 - 105.00 - 12/20/2024 Call
 

Master data

WKN: VD8VFN
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 105.00 -
Maturity: 12/20/2024
Issue date: 6/28/2024
Last trading day: 12/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.63
Leverage: Yes

Calculated values

Fair value: 0.90
Intrinsic value: 0.87
Implied volatility: 0.72
Historic volatility: 0.11
Parity: 0.87
Time value: 0.62
Break-even: 119.90
Moneyness: 1.08
Premium: 0.05
Premium p.a.: 0.74
Spread abs.: 0.01
Spread %: 0.68%
Delta: 0.68
Theta: -0.13
Omega: 5.23
Rho: 0.06
 

Quote data

Open: 1.43
High: 1.43
Low: 1.43
Previous Close: 1.53
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.33%
1 Month
  -10.63%
3 Months  
+40.20%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.65 1.53
1M High / 1M Low: 1.65 1.29
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.60
Avg. volume 1W:   0.00
Avg. price 1M:   1.51
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   85.41%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -