BVT Call 120 HEI 20.12.2024
/ DE000VD2N7A2
BVT Call 120 HEI 20.12.2024/ DE000VD2N7A2 /
| 7/25/2024 7:53:27 PM |
Chg.-0.025 |
Bid9:59:59 PM |
Ask9:59:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.133EUR |
-15.82% |
-
Bid Size: - |
-
Ask Size: - |
HEIDELBERG MATERIALS... |
120.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
VD2N7A |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
HEIDELBERG MATERIALS O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
3/22/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
60.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.23 |
| Parity: |
-2.01 |
| Time value: |
0.17 |
| Break-even: |
121.65 |
| Moneyness: |
0.83 |
| Premium: |
0.22 |
| Premium p.a.: |
0.63 |
| Spread abs.: |
0.01 |
| Spread %: |
6.45% |
| Delta: |
0.19 |
| Theta: |
-0.02 |
| Omega: |
11.37 |
| Rho: |
0.07 |
Quote data
| Open: |
0.124 |
| High: |
0.134 |
| Low: |
0.124 |
| Previous Close: |
0.158 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.28% |
| 1 Month |
|
|
+13.68% |
| 3 Months |
|
|
-20.36% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.195 |
0.133 |
| 1M High / 1M Low: |
0.218 |
0.117 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.170 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.167 |
| Avg. volume 1M: |
|
1,045.455 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
242.65% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
