BVT Call 110 BIDU 16.08.2024
/ DE000VD7FMJ9
BVT Call 110 BIDU 16.08.2024/ DE000VD7FMJ9 /
| 2024-07-10 1:44:16 PM |
Chg.+0.030 |
Bid4:14:06 PM |
Ask4:14:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.250EUR |
+13.64% |
0.270
Bid Size: 66,000 |
0.280
Ask Size: 66,000 |
Baidu Inc |
110.00 USD |
2024-08-16 |
Call |
Master data
| WKN: |
VD7FMJ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Baidu Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 USD |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-06-06 |
| Last trading day: |
2024-08-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
41.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.33 |
| Parity: |
-1.35 |
| Time value: |
0.21 |
| Break-even: |
103.84 |
| Moneyness: |
0.87 |
| Premium: |
0.18 |
| Premium p.a.: |
3.99 |
| Spread abs.: |
0.01 |
| Spread %: |
4.95% |
| Delta: |
0.25 |
| Theta: |
-0.07 |
| Omega: |
10.26 |
| Rho: |
0.02 |
Quote data
| Open: |
0.223 |
| High: |
0.250 |
| Low: |
0.223 |
| Previous Close: |
0.220 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+177.78% |
| 1 Month |
|
|
+14.68% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.220 |
0.059 |
| 1M High / 1M Low: |
0.220 |
0.058 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.104 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.114 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
993.66% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
