BVT Call 145 FI 20.12.2024
/ DE000VD4DHQ6
BVT Call 145 FI 20.12.2024/ DE000VD4DHQ6 /
| 10/11/2024 7:54:06 PM |
Chg.+0.210 |
Bid9:59:44 PM |
Ask9:59:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.330EUR |
+5.10% |
-
Bid Size: - |
-
Ask Size: - |
Fiserv |
145.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
VD4DHQ |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Fiserv |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
145.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
4/18/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.23 |
| Intrinsic value: |
4.15 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.15 |
| Parity: |
4.15 |
| Time value: |
0.23 |
| Break-even: |
176.40 |
| Moneyness: |
1.31 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
0.46% |
| Delta: |
0.92 |
| Theta: |
-0.05 |
| Omega: |
3.65 |
| Rho: |
0.22 |
Quote data
| Open: |
4.120 |
| High: |
4.370 |
| Low: |
4.120 |
| Previous Close: |
4.120 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.95% |
| 1 Month |
|
|
+41.04% |
| 3 Months |
|
|
+172.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.330 |
3.960 |
| 1M High / 1M Low: |
4.330 |
3.040 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.134 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.483 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
59.37% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
