BVT Call 145 EL 20.12.2024
/ DE000VD3SR43
BVT Call 145 EL 20.12.2024/ DE000VD3SR43 /
| 09/10/2024 20:02:04 |
Chg.+0.001 |
Bid20:18:20 |
Ask20:18:20 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.027EUR |
+3.85% |
0.027
Bid Size: 100,000 |
0.037
Ask Size: 100,000 |
Estee Lauder Compani... |
145.00 USD |
20/12/2024 |
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: |
20/12/2024 |
| Issue date: |
10/04/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
244.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.40 |
| Parity: |
-4.65 |
| Time value: |
0.04 |
| Break-even: |
132.46 |
| Moneyness: |
0.65 |
| Premium: |
0.55 |
| Premium p.a.: |
8.17 |
| Spread abs.: |
0.01 |
| Spread %: |
40.00% |
| Delta: |
0.05 |
| Theta: |
-0.01 |
| Omega: |
11.16 |
| Rho: |
0.01 |
Quote data
| Open: |
0.025 |
| High: |
0.027 |
| Low: |
0.022 |
| Previous Close: |
0.026 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-50.91% |
| 1 Month |
|
|
-6.90% |
| 3 Months |
|
|
-86.22% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.055 |
0.026 |
| 1M High / 1M Low: |
0.074 |
0.010 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.041 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.032 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
846.89% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
