BVT Call 130 SREN 20.12.2024
/ DE000VD18G61
BVT Call 130 SREN 20.12.2024/ DE000VD18G61 /
| 09/10/2024 08:46:08 |
Chg.+0.001 |
Bid12:58:16 |
Ask12:58:16 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.019EUR |
+5.56% |
0.022
Bid Size: 54,000 |
0.032
Ask Size: 54,000 |
SWISS RE N |
130.00 CHF |
20/12/2024 |
Call |
Master data
| WKN: |
VD18G6 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
SWISS RE N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 CHF |
| Maturity: |
20/12/2024 |
| Issue date: |
15/03/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
389.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.23 |
| Parity: |
-2.12 |
| Time value: |
0.03 |
| Break-even: |
138.38 |
| Moneyness: |
0.85 |
| Premium: |
0.18 |
| Premium p.a.: |
1.35 |
| Spread abs.: |
0.01 |
| Spread %: |
50.00% |
| Delta: |
0.06 |
| Theta: |
-0.01 |
| Omega: |
23.93 |
| Rho: |
0.01 |
Quote data
| Open: |
0.019 |
| High: |
0.019 |
| Low: |
0.019 |
| Previous Close: |
0.018 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-69.84% |
| 1 Month |
|
|
-81.55% |
| 3 Months |
|
|
-69.35% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.063 |
0.018 |
| 1M High / 1M Low: |
0.113 |
0.018 |
| 6M High / 6M Low: |
0.197 |
0.016 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.046 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.083 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.079 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
279.07% |
| Volatility 6M: |
|
315.32% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
