BVT Call 1250 PLD 20.12.2024
/ DE000VD18SZ6
BVT Call 1250 PLD 20.12.2024/ DE000VD18SZ6 /
| 10/8/2024 2:05:31 PM |
Chg.-0.013 |
Bid2:29:44 PM |
Ask2:29:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.125EUR |
-9.42% |
0.126
Bid Size: 40,000 |
-
Ask Size: - |
PALLADIUM (Fixing) |
1,250.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
VD18SZ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
PALLADIUM (Fixing) |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
1,250.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
3/15/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
67.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.34 |
| Parity: |
-2.03 |
| Time value: |
0.14 |
| Break-even: |
1,152.81 |
| Moneyness: |
0.82 |
| Premium: |
0.23 |
| Premium p.a.: |
1.84 |
| Spread abs.: |
-0.01 |
| Spread %: |
-3.50% |
| Delta: |
0.17 |
| Theta: |
-0.30 |
| Omega: |
11.32 |
| Rho: |
0.28 |
Quote data
| Open: |
0.104 |
| High: |
0.125 |
| Low: |
0.104 |
| Previous Close: |
0.138 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.64% |
| 1 Month |
|
|
+135.85% |
| 3 Months |
|
|
-68.75% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.138 |
0.110 |
| 1M High / 1M Low: |
0.360 |
0.082 |
| 6M High / 6M Low: |
0.730 |
0.053 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.125 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.184 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.288 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
397.04% |
| Volatility 6M: |
|
297.94% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
