BVT Call 115 ILMN 20.12.2024
/ DE000VD9N2A6
BVT Call 115 ILMN 20.12.2024/ DE000VD9N2A6 /
| 7/26/2024 8:45:46 AM |
Chg.+0.11 |
Bid7:24:30 PM |
Ask7:24:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.88EUR |
+6.21% |
2.14
Bid Size: 45,000 |
2.17
Ask Size: 45,000 |
Illumina Inc |
115.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
VD9N2A |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Illumina Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
7/10/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.20 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
0.64 |
| Historic volatility: |
0.38 |
| Parity: |
0.21 |
| Time value: |
1.68 |
| Break-even: |
124.88 |
| Moneyness: |
1.02 |
| Premium: |
0.16 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.03 |
| Spread %: |
1.61% |
| Delta: |
0.61 |
| Theta: |
-0.06 |
| Omega: |
3.51 |
| Rho: |
0.19 |
Quote data
| Open: |
1.88 |
| High: |
1.88 |
| Low: |
1.88 |
| Previous Close: |
1.77 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.63% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.77 |
1.56 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.66 |
| Avg. volume 1W: |
|
0.00 |
| 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: |
|
- |
