BVT Call 115 BIDU 16.08.2024/  DE000VD7MPD1  /

EUWAX
2024-07-05  8:56:09 AM Chg.-0.005 Bid11:51:59 AM Ask11:51:59 AM Underlying Strike price Expiration date Option type
0.053EUR -8.62% 0.055
Bid Size: 19,000
0.065
Ask Size: 19,000
Baidu Inc 115.00 USD 2024-08-16 Call
 

Master data

WKN: VD7MPD
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: Baidu Inc
Type: Warrant
Option type: Call
Strike price: 115.00 USD
Maturity: 2024-08-16
Issue date: 2024-06-10
Last trading day: 2024-08-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 117.34
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.53
Historic volatility: 0.33
Parity: -2.31
Time value: 0.07
Break-even: 107.09
Moneyness: 0.78
Premium: 0.29
Premium p.a.: 7.87
Spread abs.: 0.01
Spread %: 16.39%
Delta: 0.11
Theta: -0.03
Omega: 12.48
Rho: 0.01
 

Quote data

Open: 0.053
High: 0.053
Low: 0.053
Previous Close: 0.058
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.058 0.038
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.050
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -