BVT Call 150 FI 20.12.2024
/ DE000VD36GW0
BVT Call 150 FI 20.12.2024/ DE000VD36GW0 /
| 8/5/2024 8:01:03 PM |
Chg.-0.120 |
Bid8:26:26 PM |
Ask8:26:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.440EUR |
-7.69% |
1.480
Bid Size: 30,000 |
1.500
Ask Size: 30,000 |
Fiserv |
150.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
VD36GW |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
Fiserv |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
4/16/2024 |
| Last trading day: |
12/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.17 |
| Intrinsic value: |
0.82 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.15 |
| Parity: |
0.82 |
| Time value: |
0.79 |
| Break-even: |
153.58 |
| Moneyness: |
1.06 |
| Premium: |
0.05 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.02 |
| Spread %: |
1.26% |
| Delta: |
0.68 |
| Theta: |
-0.04 |
| Omega: |
6.19 |
| Rho: |
0.31 |
Quote data
| Open: |
0.970 |
| High: |
1.550 |
| Low: |
0.970 |
| Previous Close: |
1.560 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.99% |
| 1 Month |
|
|
+37.14% |
| 3 Months |
|
|
+16.13% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.900 |
1.560 |
| 1M High / 1M Low: |
1.900 |
0.910 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.804 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.471 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
169.70% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
