BVT Call 110 EL 20.09.2024
/ DE000VD8DFD9
BVT Call 110 EL 20.09.2024/ DE000VD8DFD9 /
| 2024-07-31 4:41:06 PM |
Chg.+0.020 |
Bid4:51:44 PM |
Ask4:51:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
+5.56% |
0.370
Bid Size: 92,000 |
0.380
Ask Size: 92,000 |
Estee Lauder Compani... |
110.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
VD8DFD |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Estee Lauder Companies Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-06-20 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
22.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.39 |
| Parity: |
-0.98 |
| Time value: |
0.40 |
| Break-even: |
105.70 |
| Moneyness: |
0.90 |
| Premium: |
0.15 |
| Premium p.a.: |
1.71 |
| Spread abs.: |
0.01 |
| Spread %: |
2.56% |
| Delta: |
0.35 |
| Theta: |
-0.07 |
| Omega: |
8.14 |
| Rho: |
0.04 |
Quote data
| Open: |
0.390 |
| High: |
0.390 |
| Low: |
0.380 |
| Previous Close: |
0.360 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-44.12% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.420 |
0.360 |
| 1M High / 1M Low: |
0.690 |
0.320 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.396 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.497 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
205.47% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
