BVT Call 145 EL 20.12.2024
/ DE000VD3SR43
BVT Call 145 EL 20.12.2024/ DE000VD3SR43 /
2024-09-06 2:02:00 PM |
Chg.-0.005 |
Bid3:25:10 PM |
Ask3:25:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.031EUR |
-13.89% |
0.032 Bid Size: 4,300 |
0.062 Ask Size: 4,300 |
Estee Lauder Compani... |
145.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
VD3SR4 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Estee Lauder Companies Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
145.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2024-04-10 |
Last trading day: |
2024-12-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
193.01 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.49 |
Historic volatility: |
0.38 |
Parity: |
-4.94 |
Time value: |
0.04 |
Break-even: |
130.92 |
Moneyness: |
0.62 |
Premium: |
0.62 |
Premium p.a.: |
4.29 |
Spread abs.: |
0.01 |
Spread %: |
31.25% |
Delta: |
0.05 |
Theta: |
-0.01 |
Omega: |
9.92 |
Rho: |
0.01 |
Quote data
Open: |
0.032 |
High: |
0.032 |
Low: |
0.031 |
Previous Close: |
0.036 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-72.32% |
3 Months |
|
|
-95.30% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.038 |
0.017 |
1M High / 1M Low: |
0.112 |
0.017 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.030 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.054 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
414.73% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |