BVT Call 145 ZTS 20.09.2024
/ DE000VD4QNF9
BVT Call 145 ZTS 20.09.2024/ DE000VD4QNF9 /
| 16/08/2024 08:17:46 |
Chg.+0.07 |
Bid13:46:11 |
Ask13:46:11 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.72EUR |
+1.92% |
3.64
Bid Size: 8,000 |
3.71
Ask Size: 8,000 |
Zoetis Inc |
145.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
VD4QNF |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Zoetis Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
145.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
23/04/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.61 |
| Intrinsic value: |
3.56 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.24 |
| Parity: |
3.56 |
| Time value: |
0.16 |
| Break-even: |
169.35 |
| Moneyness: |
1.27 |
| Premium: |
0.01 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
0.54% |
| Delta: |
0.92 |
| Theta: |
-0.07 |
| Omega: |
4.16 |
| Rho: |
0.11 |
Quote data
| Open: |
3.72 |
| High: |
3.72 |
| Low: |
3.72 |
| Previous Close: |
3.65 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.14% |
| 1 Month |
|
|
+14.46% |
| 3 Months |
|
|
+21.17% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.14 |
3.65 |
| 1M High / 1M Low: |
4.14 |
3.19 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.88 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.60 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
125.89% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
