BVT Call 1350 PLD 20.12.2024
/ DE000VU89DC2
BVT Call 1350 PLD 20.12.2024/ DE000VU89DC2 /
10/8/2024 12:04:42 PM |
Chg.-0.015 |
Bid12:30:51 PM |
Ask12:30:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.026EUR |
-36.59% |
0.027 Bid Size: 40,000 |
0.073 Ask Size: 40,000 |
PALLADIUM (Fixing) |
1,350.00 USD |
12/20/2024 |
Call |
Master data
WKN: |
VU89DC |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
PALLADIUM (Fixing) |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
1,350.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
7/4/2023 |
Last trading day: |
12/20/2024 |
Ratio: |
100:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
105.15 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.45 |
Historic volatility: |
0.34 |
Parity: |
-2.94 |
Time value: |
0.09 |
Break-even: |
1,239.04 |
Moneyness: |
0.76 |
Premium: |
0.32 |
Premium p.a.: |
3.07 |
Spread abs.: |
0.05 |
Spread %: |
106.98% |
Delta: |
0.11 |
Theta: |
-0.24 |
Omega: |
11.32 |
Rho: |
0.18 |
Quote data
Open: |
0.020 |
High: |
0.026 |
Low: |
0.020 |
Previous Close: |
0.041 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-7.14% |
1 Month |
|
|
+1200.00% |
3 Months |
|
|
-89.60% |
YTD |
|
|
-97.14% |
1 Year |
|
|
-98.09% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.043 |
0.028 |
1M High / 1M Low: |
0.186 |
0.019 |
6M High / 6M Low: |
0.490 |
0.002 |
High (YTD): |
1/3/2024 |
0.760 |
Low (YTD): |
9/6/2024 |
0.002 |
52W High: |
12/19/2023 |
1.410 |
52W Low: |
9/6/2024 |
0.002 |
Avg. price 1W: |
|
0.035 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.075 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.172 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.422 |
Avg. volume 1Y: |
|
7.843 |
Volatility 1M: |
|
666.42% |
Volatility 6M: |
|
1,272.86% |
Volatility 1Y: |
|
913.05% |
Volatility 3Y: |
|
- |