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BVT Call 145 Healthcare Select Se.../  DE000VD9RYZ1  /

EUWAX
8/2/2024  8:47:41 AM Chg.+0.06 Bid10:54:26 AM Ask10:54:26 AM Underlying Strike price Expiration date Option type
1.36EUR +4.62% 1.41
Bid Size: 10,000		 1.44
Ask Size: 10,000		 - 145.00 - 6/20/2025 Call
 

Master data

WKN: VD9RYZ
Issuer: Bank Vontobel AG
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 145.00 -
Maturity: 6/20/2025
Issue date: 7/11/2024
Last trading day: 6/20/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.60
Leverage: Yes

Calculated values

Fair value: 0.48
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.09
Parity: -0.49
Time value: 1.46
Break-even: 159.60
Moneyness: 0.97
Premium: 0.14
Premium p.a.: 0.16
Spread abs.: 0.02
Spread %: 1.39%
Delta: 0.55
Theta: -0.03
Omega: 5.27
Rho: 0.55
 

Quote data

Open: 1.36
High: 1.36
Low: 1.36
Previous Close: 1.30
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.03%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.39 1.30
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.35
Avg. volume 1W:   0.00
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -