BVT Call 135 Healthcare Select Se.../  DE000VD48WA8  /

Frankfurt Zert./VONT
8/2/2024  8:04:39 PM Chg.-0.100 Bid9:57:44 PM Ask9:57:44 PM Underlying Strike price Expiration date Option type
1.720EUR -5.49% -
Bid Size: -
-
Ask Size: -
- 135.00 - 1/17/2025 Call
 

Master data

WKN: VD48WA
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 135.00 -
Maturity: 1/17/2025
Issue date: 4/30/2024
Last trading day: 1/17/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.47
Leverage: Yes

Calculated values

Fair value: 0.68
Intrinsic value: 0.32
Implied volatility: 0.43
Historic volatility: 0.09
Parity: 0.32
Time value: 1.53
Break-even: 153.50
Moneyness: 1.02
Premium: 0.11
Premium p.a.: 0.26
Spread abs.: 0.02
Spread %: 1.09%
Delta: 0.61
Theta: -0.05
Omega: 4.57
Rho: 0.30
 

Quote data

Open: 1.820
High: 1.820
Low: 1.670
Previous Close: 1.820
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -4.44%
1 Month  
+36.51%
3 Months  
+47.01%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.820 1.720
1M High / 1M Low: 1.820 1.260
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.766
Avg. volume 1W:   0.000
Avg. price 1M:   1.600
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   74.92%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -