BVT Call 13 CAR 20.09.2024
/ DE000VD79L45
BVT Call 13 CAR 20.09.2024/ DE000VD79L45 /
2024-09-11 10:12:34 AM |
Chg.+0.090 |
Bid12:00:53 PM |
Ask12:00:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.180EUR |
+4.31% |
2.150 Bid Size: 22,000 |
2.170 Ask Size: 22,000 |
CARREFOUR S.A. INH.E... |
13.00 EUR |
2024-09-20 |
Call |
Master data
WKN: |
VD79L4 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
CARREFOUR S.A. INH.EO 2,5 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
13.00 EUR |
Maturity: |
2024-09-20 |
Issue date: |
2024-06-19 |
Last trading day: |
2024-09-20 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
6.60 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.07 |
Intrinsic value: |
2.06 |
Implied volatility: |
1.02 |
Historic volatility: |
0.21 |
Parity: |
2.06 |
Time value: |
0.23 |
Break-even: |
15.28 |
Moneyness: |
1.16 |
Premium: |
0.01 |
Premium p.a.: |
0.83 |
Spread abs.: |
0.19 |
Spread %: |
9.09% |
Delta: |
0.84 |
Theta: |
-0.03 |
Omega: |
5.56 |
Rho: |
0.00 |
Quote data
Open: |
2.180 |
High: |
2.180 |
Low: |
2.180 |
Previous Close: |
2.090 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+19.13% |
1 Month |
|
|
+107.62% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.090 |
1.790 |
1M High / 1M Low: |
2.090 |
0.950 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.916 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.488 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
104.83% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |