BVT Call 125 EL 20.12.2024
/ DE000VD6UFP1
BVT Call 125 EL 20.12.2024/ DE000VD6UFP1 /
| 10/9/2024 5:03:19 PM |
Chg.-0.013 |
Bid7:36:53 PM |
Ask7:36:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.087EUR |
-13.00% |
0.093
Bid Size: 100,000 |
0.103
Ask Size: 100,000 |
Estee Lauder Compani... |
125.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
VD6UFP |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Estee Lauder Companies Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
125.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
5/27/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
78.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.40 |
| Parity: |
-2.83 |
| Time value: |
0.11 |
| Break-even: |
114.98 |
| Moneyness: |
0.75 |
| Premium: |
0.34 |
| Premium p.a.: |
3.47 |
| Spread abs.: |
0.01 |
| Spread %: |
10.10% |
| Delta: |
0.13 |
| Theta: |
-0.03 |
| Omega: |
9.91 |
| Rho: |
0.02 |
Quote data
| Open: |
0.100 |
| High: |
0.100 |
| Low: |
0.087 |
| Previous Close: |
0.100 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-48.52% |
| 1 Month |
|
|
+19.18% |
| 3 Months |
|
|
-81.49% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.169 |
0.100 |
| 1M High / 1M Low: |
0.221 |
0.041 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.135 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.101 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
726.53% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
