BVT Call 130 EL 20.12.2024
/ DE000VD5RXU2
BVT Call 130 EL 20.12.2024/ DE000VD5RXU2 /
| 06/09/2024 16:52:11 |
Chg.-0.012 |
Bid17:19:55 |
Ask17:19:55 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.061EUR |
-16.44% |
0.063
Bid Size: 108,000 |
0.073
Ask Size: 108,000 |
Estee Lauder Compani... |
130.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
VD5RXU |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Estee Lauder Companies Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
08/05/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
101.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.38 |
| Parity: |
-3.59 |
| Time value: |
0.08 |
| Break-even: |
117.80 |
| Moneyness: |
0.69 |
| Premium: |
0.45 |
| Premium p.a.: |
2.67 |
| Spread abs.: |
0.01 |
| Spread %: |
14.29% |
| Delta: |
0.09 |
| Theta: |
-0.02 |
| Omega: |
9.52 |
| Rho: |
0.02 |
Quote data
| Open: |
0.070 |
| High: |
0.070 |
| Low: |
0.061 |
| Previous Close: |
0.073 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.61% |
| 1 Month |
|
|
-70.39% |
| 3 Months |
|
|
-94.70% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.084 |
0.058 |
| 1M High / 1M Low: |
0.206 |
0.058 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.070 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.109 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
311.82% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
