BVT Call 12.5 XCA 20.12.2024
/ DE000VD72QC6
BVT Call 12.5 XCA 20.12.2024/ DE000VD72QC6 /
| 10/11/2024 8:04:26 PM |
Chg.-0.030 |
Bid9:58:05 PM |
Ask9:58:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.640EUR |
-1.80% |
-
Bid Size: - |
-
Ask Size: - |
CREDIT AGRICOLE INH.... |
12.50 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
VD72QC |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
CREDIT AGRICOLE INH. EO 3 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12.50 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
6/17/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
7.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.44 |
| Intrinsic value: |
1.31 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.19 |
| Parity: |
1.31 |
| Time value: |
0.42 |
| Break-even: |
14.23 |
| Moneyness: |
1.10 |
| Premium: |
0.03 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.09 |
| Spread %: |
5.49% |
| Delta: |
0.76 |
| Theta: |
-0.01 |
| Omega: |
6.10 |
| Rho: |
0.02 |
Quote data
| Open: |
1.650 |
| High: |
1.650 |
| Low: |
1.580 |
| Previous Close: |
1.670 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.49% |
| 1 Month |
|
|
-21.90% |
| 3 Months |
|
|
-0.61% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.780 |
1.640 |
| 1M High / 1M Low: |
2.360 |
1.390 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.698 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.830 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
132.94% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
