BVT Call 140 EL 20.12.2024
/ DE000VD36ER5
BVT Call 140 EL 20.12.2024/ DE000VD36ER5 /
| 10/9/2024 4:56:47 PM |
Chg.-0.008 |
Bid7:07:21 PM |
Ask7:07:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.029EUR |
-21.62% |
0.034
Bid Size: 100,000 |
0.044
Ask Size: 100,000 |
Estee Lauder Compani... |
140.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
VD36ER |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Estee Lauder Companies Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
4/16/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
190.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.40 |
| Parity: |
-4.20 |
| Time value: |
0.05 |
| Break-even: |
128.01 |
| Moneyness: |
0.67 |
| Premium: |
0.50 |
| Premium p.a.: |
6.71 |
| Spread abs.: |
0.01 |
| Spread %: |
28.57% |
| Delta: |
0.06 |
| Theta: |
-0.02 |
| Omega: |
10.96 |
| Rho: |
0.01 |
Quote data
| Open: |
0.034 |
| High: |
0.034 |
| Low: |
0.029 |
| Previous Close: |
0.037 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-59.15% |
| 1 Month |
|
|
-14.71% |
| 3 Months |
|
|
-88.40% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.071 |
0.037 |
| 1M High / 1M Low: |
0.092 |
0.012 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.053 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.040 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
854.43% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
