BVT Call 135 EA 20.12.2024
/ DE000VD3R0C8
BVT Call 135 EA 20.12.2024/ DE000VD3R0C8 /
| 2024-11-08 8:58:30 AM |
Chg.+0.20 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.44EUR |
+8.93% |
-
Bid Size: - |
-
Ask Size: - |
Electronic Arts Inc |
135.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VD3R0C |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Electronic Arts Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
135.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-10 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.36 |
| Intrinsic value: |
2.32 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.16 |
| Parity: |
2.32 |
| Time value: |
0.11 |
| Break-even: |
149.35 |
| Moneyness: |
1.19 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
0.83% |
| Delta: |
0.92 |
| Theta: |
-0.04 |
| Omega: |
5.63 |
| Rho: |
0.13 |
Quote data
| Open: |
2.44 |
| High: |
2.44 |
| Low: |
2.44 |
| Previous Close: |
2.24 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+52.50% |
| 1 Month |
|
|
+115.93% |
| 3 Months |
|
|
+58.44% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.33 |
1.60 |
| 1M High / 1M Low: |
2.33 |
1.03 |
| 6M High / 6M Low: |
2.33 |
0.58 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.92 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.39 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.29 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
171.12% |
| Volatility 6M: |
|
159.74% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
