BVT Call 12 WBD 17.01.2025
/ DE000VD2QD59
BVT Call 12 WBD 17.01.2025/ DE000VD2QD59 /
7/17/2024 8:54:25 AM |
Chg.+0.117 |
Bid12:09:50 PM |
Ask12:09:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.330EUR |
+54.93% |
0.350 Bid Size: 14,000 |
0.390 Ask Size: 14,000 |
Warner Brothers Disc... |
12.00 USD |
1/17/2025 |
Call |
Master data
WKN: |
VD2QD5 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Warner Brothers Discovery Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
12.00 USD |
Maturity: |
1/17/2025 |
Issue date: |
3/22/2024 |
Last trading day: |
1/17/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
19.26 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.15 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.61 |
Historic volatility: |
0.45 |
Parity: |
-3.69 |
Time value: |
0.38 |
Break-even: |
11.39 |
Moneyness: |
0.67 |
Premium: |
0.56 |
Premium p.a.: |
1.40 |
Spread abs.: |
0.03 |
Spread %: |
8.57% |
Delta: |
0.25 |
Theta: |
0.00 |
Omega: |
4.75 |
Rho: |
0.01 |
Quote data
Open: |
0.330 |
High: |
0.330 |
Low: |
0.330 |
Previous Close: |
0.213 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+63.37% |
1 Month |
|
|
0.00% |
3 Months |
|
|
-50.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.250 |
0.202 |
1M High / 1M Low: |
0.330 |
0.201 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.227 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.234 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
174.71% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |