BVT Call 135 EL 20.12.2024
/ DE000VD4BFS0
BVT Call 135 EL 20.12.2024/ DE000VD4BFS0 /
| 2024-07-30 8:43:28 AM |
Chg.-0.014 |
Bid6:53:26 PM |
Ask6:53:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.226EUR |
-5.83% |
0.209
Bid Size: 92,000 |
0.219
Ask Size: 92,000 |
Estee Lauder Compani... |
135.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
VD4BFS |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Estee Lauder Companies Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
135.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-17 |
| Last trading day: |
2024-12-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
39.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.39 |
| Parity: |
-3.17 |
| Time value: |
0.24 |
| Break-even: |
127.16 |
| Moneyness: |
0.75 |
| Premium: |
0.37 |
| Premium p.a.: |
1.22 |
| Spread abs.: |
0.01 |
| Spread %: |
4.39% |
| Delta: |
0.19 |
| Theta: |
-0.03 |
| Omega: |
7.46 |
| Rho: |
0.06 |
Quote data
| Open: |
0.226 |
| High: |
0.226 |
| Low: |
0.226 |
| Previous Close: |
0.240 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.60% |
| 1 Month |
|
|
-47.44% |
| 3 Months |
|
|
-91.10% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.260 |
0.230 |
| 1M High / 1M Low: |
0.370 |
0.205 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.242 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.287 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
131.59% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
