BVT Call 130 EL 20.12.2024/  DE000VD5RXU2  /

Frankfurt Zert./VONT
30/07/2024  19:51:40 Chg.-0.020 Bid21:59:37 Ask21:59:37 Underlying Strike price Expiration date Option type
0.270EUR -6.90% -
Bid Size: -
-
Ask Size: -
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: 31.03
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.39
Parity: -2.71
Time value: 0.30
Break-even: 123.16
Moneyness: 0.77
Premium: 0.32
Premium p.a.: 1.04
Spread abs.: 0.01
Spread %: 3.45%
Delta: 0.23
Theta: -0.03
Omega: 7.13
Rho: 0.07
 

Quote data

Open: 0.290
High: 0.290
Low: 0.260
Previous Close: 0.290
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -6.90%
1 Month
  -38.64%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.300 0.280
1M High / 1M Low: 0.450 0.250
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.292
Avg. volume 1W:   0.000
Avg. price 1M:   0.345
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   143.89%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -