BVT Call 145 EA 20.12.2024
/ DE000VD3R0V8
BVT Call 145 EA 20.12.2024/ DE000VD3R0V8 /
| 08/11/2024 08:58:32 |
Chg.+0.19 |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.55EUR |
+13.97% |
-
Bid Size: - |
-
Ask Size: - |
Electronic Arts Inc |
145.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
VD3R0V |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Electronic Arts Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
145.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
10/04/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.44 |
| Intrinsic value: |
1.39 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.16 |
| Parity: |
1.39 |
| Time value: |
0.16 |
| Break-even: |
149.81 |
| Moneyness: |
1.10 |
| Premium: |
0.01 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
1.31% |
| Delta: |
0.86 |
| Theta: |
-0.05 |
| Omega: |
8.20 |
| Rho: |
0.13 |
Quote data
| Open: |
1.55 |
| High: |
1.55 |
| Low: |
1.55 |
| Previous Close: |
1.36 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+86.75% |
| 1 Month |
|
|
+176.79% |
| 3 Months |
|
|
+63.16% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.45 |
0.83 |
| 1M High / 1M Low: |
1.45 |
0.48 |
| 6M High / 6M Low: |
1.45 |
0.29 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.09 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.72 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.74 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
264.13% |
| Volatility 6M: |
|
216.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
