BVT Call 150 JNJ 20.09.2024
/ DE000VD3PPV5
BVT Call 150 JNJ 20.09.2024/ DE000VD3PPV5 /
| 26/07/2024 19:51:11 |
Chg.+0.130 |
Bid21:59:57 |
Ask21:59:57 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.180EUR |
+12.38% |
-
Bid Size: - |
-
Ask Size: - |
JOHNSON + JOHNSON ... |
150.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
VD3PPV |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
JOHNSON + JOHNSON DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
09/04/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.27 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.14 |
| Parity: |
-0.20 |
| Time value: |
1.14 |
| Break-even: |
161.40 |
| Moneyness: |
0.99 |
| Premium: |
0.09 |
| Premium p.a.: |
0.78 |
| Spread abs.: |
0.01 |
| Spread %: |
0.89% |
| Delta: |
0.52 |
| Theta: |
-0.12 |
| Omega: |
6.81 |
| Rho: |
0.10 |
Quote data
| Open: |
1.080 |
| High: |
1.180 |
| Low: |
1.060 |
| Previous Close: |
1.050 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+71.01% |
| 1 Month |
|
|
+268.75% |
| 3 Months |
|
|
+156.52% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.180 |
0.540 |
| 1M High / 1M Low: |
1.180 |
0.270 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.838 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.530 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
421.93% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
