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: |
|
- |
